Capital Group Short Duration Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.76% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2280 | 7.43 | |
| 0.0856 | 1.48 | |
| 0.4842 | 1.48 | |
| 0.0212 | 0.25 |
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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