Capital Group International Core EQ ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.04% (+3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1604 | 10.97 | |
| 0.0000 | 0.00 | |
| 0.6514 | 26.44 | |
| 0.3743 | 4.29 |
Estimation Period:
Jun 27, 2024 to Feb 6, 2026
Jun 27, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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