Columbia Short Duration High Yield ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.41% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8615 | 5.46 | |
| 0.1656 | 1.22 | |
| 0.4174 | 2.00 | |
| -0.6808 | -1.04 |
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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