Columbia Multi-Sector Municipal Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.84% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 15.70 | |
| 0.1063 | 12.17 | |
| 0.8172 | 95.48 | |
| 0.0806 | 3.16 |
Estimation Period:
Oct 10, 2018 to Feb 6, 2026
Oct 10, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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