Columbia Research Enhanced Small Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
17.78%
unchanged at 0.00%
1 Week
17.78%
unchanged at 0.00%
1 Month
17.78%
unchanged at 0.00%
Analysis last updated: Friday, June 12, 2026 at 02:47 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2542 | 0.58 | |
| 0.0000 | 0.00 | |
| 0.9761 | 0.94 | |
| 15.1767 | 0.05 |
Estimation Period:
Dec 11, 2025 to Jun 5, 2026
Dec 11, 2025 to Jun 5, 2026
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