Capital Group International Focus Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.45% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0550 | 8.05 | |
| 0.0000 | 0.00 | |
| 0.8949 | 154.19 | |
| 0.1258 | 6.92 |
Estimation Period:
Feb 24, 2022 to Feb 13, 2026
Feb 24, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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