Capital Group International Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.89% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1239 | 8.82 | |
| 0.0000 | 0.00 | |
| 0.7492 | 33.42 | |
| 0.1998 | 3.51 |
Estimation Period:
Sep 28, 2023 to Feb 13, 2026
Sep 28, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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