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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0894	3.08***
α ARCH Response to squared shocks	0.0263	0.60
β GARCH Volatility persistence	0.9487	20.20***
ν DF Student-t tail thickness	12.3641	0.05

V-Lab

Columbia Research Enhanced Small Cap ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Columbia Research Enhanced Small Cap ETF Analyses