Capital Group US Small and Mid Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.93% (+2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5240 | 2.46 | |
| 0.1833 | 1.53 | |
| 0.0000 | 0.00 | |
| -30.8867 | -2.25 | |
| 45.0920 | 2.25 | |
| -20.0243 | -1.32 |
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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