Capital Group US Small and Mid Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.89% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 2.55 | |
| 0.0000 | 0.00 | |
| 0.8878 | 64.19 | |
| 0.1910 | 5.57 |
Estimation Period:
Jan 16, 2025 to Feb 13, 2026
Jan 16, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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