Capital Group US Multi-Sector Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.03% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 4.20 | |
| 0.0366 | 5.61 | |
| 0.9105 | 97.72 | |
| 0.0730 | 5.07 |
Estimation Period:
Oct 27, 2022 to Feb 13, 2026
Oct 27, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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