Capital Group International Focus Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.95% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2583 | 5.74 | |
| 0.0598 | 19.92 | |
| 0.9973 | 1,787.19 | |
| 7.1833 | 2.83 |
Estimation Period:
Feb 24, 2022 to Feb 13, 2026
Feb 24, 2022 to Feb 13, 2026
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