Capital Group Dividend Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.10% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0531 | 4.38 | |
| 0.0658 | 16.13 | |
| 0.9841 | 277.75 | |
| 6.5716 | 2.62 |
Estimation Period:
Feb 24, 2022 to Feb 13, 2026
Feb 24, 2022 to Feb 13, 2026
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