Rockefeller California Municipal Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.18% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 12.01 | |
| 0.6433 | 4.14 | |
| 0.5195 | 30.85 | |
| -0.3255 | -1.81 |
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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