Capital Group Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.40% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0545 | 8.00 | |
| 0.0000 | 0.00 | |
| 0.8890 | 156.02 | |
| 0.1623 | 9.37 |
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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