Capital Group Global EQU ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.19% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1026 | 6.15 | |
| 0.0000 | 0.00 | |
| 0.7424 | 24.35 | |
| 0.2470 | 3.45 |
Estimation Period:
Jun 27, 2024 to Feb 13, 2026
Jun 27, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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