Capital Group Core Balanced ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.11% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 5.41 | |
| 0.0000 | 0.00 | |
| 0.8358 | 50.80 | |
| 0.1793 | 4.02 |
Estimation Period:
Sep 28, 2023 to Feb 13, 2026
Sep 28, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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