Capital Group US Small and Mid Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.66% (+14.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6100 | 101.61 | |
| 0.1336 | 106.52 | |
| 0.5000 | 36.51 | |
| 10.0000 | 13.14 | |
| 0.9403 | 15.70 | |
| 0.0597 | 0.82 |
Estimation Period:
Jan 16, 2025 to Feb 6, 2026
Jan 16, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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