Columbia US High Yield ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.16% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 4.96 | |
| 0.0950 | 5.73 | |
| 0.7658 | 31.88 | |
| 0.2026 | 6.92 |
Estimation Period:
Sep 5, 2024 to Feb 6, 2026
Sep 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Columbia US High Yield ETF Analyses
Other AGARCH Analyses on ETFs