Columbia Short Duration High Yield ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.00% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 10.06 | |
| 0.1729 | 5.53 | |
| 0.5042 | 12.07 |
Estimation Period:
Sep 5, 2024 to Feb 6, 2026
Sep 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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