Columbia US High Yield ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.46% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7277 | 5.96 | |
| 0.1423 | 1.42 | |
| 0.6302 | 4.62 | |
| -1.5741 | -2.71 |
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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