Capital Group Core Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.21% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9862 | 229.25 | |
| 0.0213 | 2.07 |
Estimation Period:
Sep 28, 2023 to Feb 6, 2026
Sep 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Capital Group Core Bond ETF Analyses
Other GJR-GARCH Analyses on ETFs