Capital Group International Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.13% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8961 | 9.47 | |
| 0.1163 | 1.10 | |
| 0.6710 | 3.60 | |
| -0.0368 | -0.78 |
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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