Xtrackers California Muni BD APARCH Volatility Analysis
Inactive
Last recorded values (Friday, May 8th, 2026):
1 Day
12.54%
1 Week
13.74%
1 Month
18.38%
Analysis last updated: Friday, May 8, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0455 | 5.89 | |
| 0.0724 | 17.84 | |
| 0.9277 | 190.13 | |
| 0.1089 | 1.84 | |
| 0.8700 | 9.69 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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