Capital Group International Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.59% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7655 | 9.19 | |
| 0.0522 | 4.19 | |
| 0.8935 | 28.61 | |
| 7.9391 | 0.48 |
Estimation Period:
Sep 28, 2023 to Feb 13, 2026
Sep 28, 2023 to Feb 13, 2026
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