Columbia Research Enhanced Real Estate ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.36% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 3.78 | |
| 0.2321 | 9.23 | |
| 0.7294 | 16.31 | |
| -0.0480 | -1.96 |
Estimation Period:
Apr 26, 2023 to Feb 6, 2026
Apr 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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