Capital Group US LRG VAL ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.89% (-9.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.5000 | 26.85 | |
| 0.7046 | 0.99 | |
| 0.0000 | 0.00 | |
| 0.3099 | 0.37 |
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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