Capital Group Short Duration Municipal Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.69% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 5.59 | |
| 0.0927 | 3.89 | |
| 0.8223 | 34.38 | |
| -0.0198 | -0.58 |
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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