Rockefeller California Municipal Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.60% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2929 | -6.10 | |
| 0.6894 | 14.41 | |
| 0.8496 | 52.79 | |
| 0.1364 | 3.11 |
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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