Rockefeller California Municipal Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.86% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1290 | 3.04 | |
| 0.2303 | 8.14 | |
| 0.9031 | 29.35 | |
| 3.8478 | 4.99 |
Estimation Period:
Aug 13, 2024 to Feb 6, 2026
Aug 13, 2024 to Feb 6, 2026
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