Capital Group US Small and Mid Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.26% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5024 | 4.88 | |
| 0.0839 | 5.62 | |
| 0.9333 | 79.96 | |
| 5.3206 | 1.38 |
Estimation Period:
Jan 16, 2025 to Feb 6, 2026
Jan 16, 2025 to Feb 6, 2026
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