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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1484	1.60
α ARCH Response to squared shocks	0.0189	1.20
β GARCH Volatility persistence	0.8887	30.74***
γ leverage Additional response to negative shocks	0.1490	1.83*

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Columbia Research Enhanced Small Cap ETF Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Columbia Research Enhanced Small Cap ETF Analyses