Capital Group Short Duration Municipal Income ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.49% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0896 | 7.96 | |
| 0.7179 | 31.93 | |
| 0.0986 | 9.40 | |
| 0.0007 | 3.01 | |
| 0.0596 | 8.42 | |
| 0.8870 | 36.92 |
Estimation Period:
Sep 28, 2023 to Feb 6, 2026
Sep 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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