Columbia Research Enhanced Real Estate ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.40% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0543 | 4.66 | |
| 0.3404 | 7.46 | |
| 0.1694 | 6.22 | |
| 0.4835 | 0.07 | |
| 0.0173 | 0.04 | |
| 0.4634 | 0.06 |
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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