Columbia Diversified Fixed Income Allocation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.98% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7443 | 5.88 | |
| 0.1326 | 4.51 | |
| 0.8044 | 25.24 | |
| 0.0002 | 0.00 | |
| 0.4386 | 1.76 | |
| -1.0059 | -5.01 | |
| 0.7850 | 5.76 |
Estimation Period:
Oct 12, 2017 to Feb 6, 2026
Oct 12, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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