Xtrackers California Muni BD GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, May 8th, 2026):
1 Day
4.16%
1 Week
4.22%
1 Month
4.48%
Analysis last updated: Friday, May 8, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1672 | 6.02 | |
| 0.0592 | 96.10 | |
| 0.9990 | 5,741.38 | |
| 3.9151 | 130.88 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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