Columbia Short Duration High Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.89% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 6.81 | |
| 0.0179 | 0.95 | |
| 0.6100 | 14.43 | |
| 0.1996 | 2.42 |
Estimation Period:
Sep 5, 2024 to Feb 13, 2026
Sep 5, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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