Capital Group US LRG VAL ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.08% (+13.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4509 | 15.78 | |
| 0.0258 | 1.62 | |
| 0.0578 | 1.57 | |
| 0.5876 | 3.94 |
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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