Capital Group US LRG GRW ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.93% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3039 | 4.79 | |
| 0.0000 | 0.00 | |
| 0.6032 | 8.63 | |
| 0.1811 | 3.10 |
Estimation Period:
Jun 26, 2025 to Feb 13, 2026
Jun 26, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Capital Group US LRG GRW ETF Analyses
Other GJR-GARCH Analyses on ETFs