Capital Group Core Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.92% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 8.91 | |
| 0.0000 | 0.00 | |
| 0.8786 | 120.90 | |
| 0.1751 | 10.04 |
Estimation Period:
Feb 24, 2022 to Feb 6, 2026
Feb 24, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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