Columbia Research Enhanced Real Estate ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.14% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1225 | 10.57 | |
| 0.1279 | 3.71 | |
| 0.6930 | 19.17 | |
| 5.8876 | 1.14 |
Estimation Period:
Apr 26, 2023 to Feb 13, 2026
Apr 26, 2023 to Feb 13, 2026
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