Capital Group Global Growth Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.97% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 6.57 | |
| 0.0000 | 0.00 | |
| 0.9071 | 165.34 | |
| 0.1342 | 8.30 |
Estimation Period:
Feb 24, 2022 to Feb 13, 2026
Feb 24, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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