Capital Group US Multi-Sector Income ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.67% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0308 | -3.53 | |
| 0.1415 | 11.42 | |
| 0.9841 | 287.32 | |
| -0.0776 | -6.49 |
Estimation Period:
Oct 27, 2022 to Feb 6, 2026
Oct 27, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Capital Group US Multi-Sector Income ETF Analyses
Other EGARCH Analyses on ETFs