Columbia Research Enhanced Core ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.56% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 6.83 | |
| 0.0000 | 0.00 | |
| 0.9105 | 154.25 | |
| 0.1344 | 9.65 |
Estimation Period:
Sep 25, 2019 to Feb 13, 2026
Sep 25, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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