Capital Group US Multi-Sector Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.74% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8733 | 4.21 | |
| 0.2045 | 3.23 | |
| 0.1474 | 0.86 | |
| 6.9324 | 3.76 | |
| -10.0829 | -3.72 | |
| 5.7663 | 3.41 | |
| -4.7821 | -3.41 | |
| 3.3212 | 3.31 |
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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