Capital Group Short Duration Income ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.71% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0114 | 1.35 | |
| 0.9890 | 39.49 | |
| -0.0114 | -0.43 | |
| 0.0046 | 0.02 | |
| 0.1627 | 0.03 | |
| 0.4944 | 0.02 |
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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