Capital Group Short Duration Municipal Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.35% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2160 | 6.14 | |
| 0.0733 | 1.51 | |
| 0.7176 | 3.64 | |
| -0.1355 | -0.63 |
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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