Columbia Corporate Bond ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
5.73%
decreased by 0.09%
1 Week
5.73%
decreased by 0.09%
1 Month
5.73%
decreased by 0.09%
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 | |
|---|---|---|
| 51 | ||
| 0.0000 | 0.00 | |
| 0.9690 | 40.06 | |
| 0.0621 | 2.98 | |
| 0.0473 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 11, 2025 to May 22, 2026
Dec 11, 2025 to May 22, 2026
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