Capital Group Short Duration Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.74% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 3.90 | |
| 0.0379 | 15.11 | |
| 0.9869 | 195.12 | |
| 4.4044 | 4.65 |
Estimation Period:
Oct 27, 2022 to Feb 6, 2026
Oct 27, 2022 to Feb 6, 2026
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