Columbia Research Enhanced Small Cap ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
11.23%
decreased by 0.76%
1 Week
11.50%
decreased by 0.49%
1 Month
12.43%
increased by 0.44%
Analysis last updated: Friday, May 22, 2026 at 10:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 0.26 | |
| -0.3110 | -4.10 | |
| 0.9697 | 246.49 | |
| -0.1216 | -7.41 |
Estimation Period:
Dec 11, 2025 to May 22, 2026
Dec 11, 2025 to May 22, 2026
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