Rockefeller California Municipal Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.35% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2321 | 2.25 | |
| 0.3040 | 2.78 | |
| 0.3389 | 2.46 | |
| -44.3727 | -1.87 | |
| 63.8794 | 2.02 | |
| -47.1639 | -2.56 | |
| 45.3395 | 1.85 | |
| -16.7766 | -0.60 |
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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