Xtrackers Municipal Infrastructure Revenue Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.46% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6887 | 3.29 | |
| 0.1777 | 5.67 | |
| 0.6709 | 15.77 | |
| 1.7157 | 3.26 | |
| -2.4107 | -3.42 | |
| 0.9487 | 2.25 | |
| -0.5093 | -1.27 | |
| 0.7401 | 1.88 | |
| -1.0784 | -2.38 | |
| 2.0408 | 4.52 | |
| -3.1783 | -6.35 | |
| 2.9024 | 4.60 | |
| -2.4878 | -2.28 |
Estimation Period:
Jun 4, 2013 to Feb 6, 2026
Jun 4, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Xtrackers Municipal Infrastructure Revenue Bond ETF Analyses
Other Spline-GARCH Analyses on ETFs