Capital Group Core Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:14.87% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5173 | 6.68 | |
| 0.0925 | 2.15 | |
| 0.8399 | 12.80 | |
| 0.1758 | 2.72 |
Estimation Period:
Feb 24, 2022 to Feb 13, 2026
Feb 24, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Capital Group Core Equity ETF Analyses
Other Spline-GARCH Analyses on ETFs