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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8204	2.16**
α ARCH Response to squared shocks	0.1297	1.94*
β GARCH Volatility persistence	0.7844	5.23***

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Columbia Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Columbia Corporate Bond ETF Analyses