Rockefeller California Municipal Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.66% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2315 | 2.25 | |
| 0.3033 | 2.76 | |
| 0.3373 | 2.45 | |
| -44.5795 | -1.87 | |
| 64.3646 | 2.05 | |
| -48.0453 | -2.83 | |
| 47.4044 | 2.31 | |
| -21.9441 | -1.54 |
Estimation Period:
Aug 13, 2024 to Feb 6, 2026
Aug 13, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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