Capital Group US LRG VAL ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.55% (+12.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3626 | -7.33 | |
| 0.3477 | 7.96 | |
| 0.2404 | 2.88 | |
| -0.2816 | -6.28 |
Estimation Period:
Jun 26, 2025 to Feb 6, 2026
Jun 26, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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