Capital Group Municipal Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.95% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 14.02 | |
| 0.3742 | 8.29 | |
| 0.4912 | 18.63 | |
| -0.1731 | -2.83 |
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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