Dimensional CA Municipal BND Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.43% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8807 | 3.78 | |
| 0.2080 | 3.52 | |
| 0.6605 | 7.32 | |
| -0.3637 | -1.65 |
Estimation Period:
Jun 27, 2023 to Feb 6, 2026
Jun 27, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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