Capital Group Short Duration Municipal Income ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:1.42% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1558 | -5.96 | |
| 0.1261 | 8.42 | |
| 0.9613 | 150.86 | |
| -0.0131 | -0.82 |
Estimation Period:
Sep 28, 2023 to Feb 13, 2026
Sep 28, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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