Columbia Corporate Bond ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
5.41%
decreased by 0.48%
1 Week
5.34%
decreased by 0.55%
1 Month
5.12%
decreased by 0.77%
Analysis last updated: Friday, May 22, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0050 | 4.35 | |
| 0.0000 | 0.00 | |
| 0.8091 | 40.69 | |
| 0.2667 | 4.46 |
Estimation Period:
Dec 11, 2025 to May 22, 2026
Dec 11, 2025 to May 22, 2026
Other Columbia Corporate Bond ETF Analyses
Other GJR-GARCH Analyses on ETFs