Capital Group Core Balanced ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.05% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8909 | 5.52 | |
| 0.1203 | 1.60 | |
| 0.7505 | 7.74 | |
| -0.1796 | -0.70 |
Estimation Period:
Sep 28, 2023 to Feb 6, 2026
Sep 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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