Capital Group US LRG VAL ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.14% (-8.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4430 | 12.83 | |
| 0.2169 | 8.52 | |
| 0.0283 | 0.58 | |
| 0.5508 | 11.22 |
Estimation Period:
Jun 26, 2025 to Feb 13, 2026
Jun 26, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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