Columbia US High Yield ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.45% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1038 | 3.08 | |
| 0.1461 | 3.77 | |
| 0.8223 | 15.35 | |
| 3.6204 | 2.07 |
Estimation Period:
Sep 5, 2024 to Feb 6, 2026
Sep 5, 2024 to Feb 6, 2026
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