Xtrackers California Muni BD EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, May 8th, 2026):
1 Day
4.64%
1 Week
4.68%
1 Month
4.84%
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 | |
|---|---|---|
| 0.0055 | 6.59 | |
| 0.0319 | 7.05 | |
| 0.9989 | 2,046.84 | |
| 0.0117 | 1.31 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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