Rockefeller California Municipal Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.23% (+2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 9.05 | |
| 0.5866 | 10.53 | |
| 0.5138 | 37.40 | |
| -0.0068 | -0.46 |
Estimation Period:
Aug 13, 2024 to Feb 13, 2026
Aug 13, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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