Columbia Research Enhanced Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.45% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6971 | 12.16 | |
| 0.1163 | 4.41 | |
| 0.2072 | 4.05 | |
| 0.0983 | 1.45 |
Estimation Period:
Apr 26, 2023 to Feb 13, 2026
Apr 26, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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