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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0051	0.43
α ARCH Response to squared shocks	-0.2622	-9.43***
β GARCH Volatility persistence	0.9622	118.67***
γ leverage Additional response to negative shocks	-0.1265	-8.30***

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Columbia Research Enhanced Small Cap ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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