Capital Group US Multi-Sector Income ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.75% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2223 | 12.75 | |
| 0.0694 | 2.78 | |
| 0.0969 | 3.25 | |
| 0.0051 | 0.63 | |
| 0.1940 | 1.18 | |
| 0.7425 | 3.46 |
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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