Capital Group International Core EQ ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.77% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8014 | 7.02 | |
| 0.0996 | 4.69 | |
| 0.8515 | 51.18 | |
| 6.1911 | 0.90 |
Estimation Period:
Jun 27, 2024 to Feb 6, 2026
Jun 27, 2024 to Feb 6, 2026
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