Capital Group Core Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.18% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0099 | 0.10 | |
| 0.9782 | 150.22 | |
| 0.0187 | 0.10 | |
| 0.0000 | 0.10 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.17 |
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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