Capital Group Core Balanced ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:9.61% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4266 | 8.35 | |
| 0.0698 | 7.71 | |
| 0.9213 | 96.48 | |
| 7.0630 | 1.00 |
Estimation Period:
Sep 28, 2023 to Feb 13, 2026
Sep 28, 2023 to Feb 13, 2026
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