Capital Group Core Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.70% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2216 | 4.25 | |
| 0.0297 | 8.45 | |
| 0.9990 | 1,024.62 | |
| 11.7034 | 0.51 |
Estimation Period:
Sep 28, 2023 to Feb 13, 2026
Sep 28, 2023 to Feb 13, 2026
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