Capital Group Short Duration Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.08% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 7.18 | |
| 0.1800 | 4.59 | |
| 0.5550 | 10.90 | |
| -0.1526 | -3.30 |
Estimation Period:
Oct 27, 2022 to Feb 6, 2026
Oct 27, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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