Columbia Diversified Fixed Income Allocation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.51% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8718 | 6.25 | |
| 0.1294 | 4.87 | |
| 0.8242 | 28.47 | |
| 0.2128 | 5.11 | |
| -0.4700 | -5.50 |
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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