Capital Group US Multi-Sector Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.65% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2700 | 7.45 | |
| 0.0678 | 19.56 | |
| 0.9963 | 1,053.16 | |
| 6.2149 | 4.69 |
Estimation Period:
Oct 27, 2022 to Feb 6, 2026
Oct 27, 2022 to Feb 6, 2026
Other Capital Group US Multi-Sector Income ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs