Capital Group Core Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.10% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0526 | 5.35 | |
| 0.0000 | 0.00 | |
| 0.9664 | 16.14 | |
| -1.7767 | -1.06 | |
| 3.5034 | 1.28 | |
| -4.4314 | -2.36 | |
| 4.5255 | 4.01 |
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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