Capital Group HIG Yield BD ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.46% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 16.05 | |
| 0.0000 | 0.00 | |
| 0.0448 | 1.47 | |
| 0.9532 | 4.59 |
Estimation Period:
Jun 26, 2025 to Feb 13, 2026
Jun 26, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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