Columbia US High Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.92% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 6.41 | |
| 0.0276 | 1.51 | |
| 0.7477 | 26.27 | |
| 0.1402 | 1.79 |
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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