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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0842	7.56***
α ARCH Response to squared shocks	0.1351	2.47**
β GARCH Volatility persistence	0.9239	44.66***
ν DF Student-t tail thickness	200.0000	0.02

V-Lab

Columbia Corporate Bond ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Columbia Corporate Bond ETF Analyses