Columbia Research Enhanced Emerging Economies ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.46% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0615 | 16.24 | |
| 0.0264 | 7.31 | |
| 0.8698 | 221.21 | |
| 0.1282 | 11.74 |
Estimation Period:
Sep 14, 2010 to Feb 6, 2026
Sep 14, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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