Columbia Short Duration High Yield ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:2.45% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0664 | 3.14 | |
| 0.0714 | 17.44 | |
| 0.9732 | 96.64 | |
| 2.8093 | 14.65 |
Estimation Period:
Sep 5, 2024 to Feb 13, 2026
Sep 5, 2024 to Feb 13, 2026
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