Columbia Research Enhanced Real Estate ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.65% (+3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1711 | 8.55 | |
| 0.1676 | 2.60 | |
| 0.2051 | 0.89 | |
| -0.0064 | -0.05 |
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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