Capital Group US Multi-Sector Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.09% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8469 | 4.19 | |
| 0.2004 | 3.13 | |
| 0.1464 | 0.83 | |
| 6.7841 | 3.67 | |
| -9.7387 | -3.57 | |
| 5.1513 | 2.97 | |
| -3.4060 | -2.05 | |
| -0.2749 | -0.11 |
Estimation Period:
Oct 27, 2022 to Feb 13, 2026
Oct 27, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Capital Group US Multi-Sector Income ETF Analyses
Other Spline-GARCH Analyses on ETFs