Columbia Research Enhanced Small Cap ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
16.65%
decreased by 0.27%
1 Week
16.73%
decreased by 0.19%
1 Month
16.92%
increased by 0.00%
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 | |
|---|---|---|
| 51 | ||
| 0.0000 | 0.00 | |
| 0.8853 | 13.42 | |
| 0.0696 | 15.40 | |
| 1.1701 | 0.03 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 11, 2025 to May 22, 2026
Dec 11, 2025 to May 22, 2026
Other Columbia Research Enhanced Small Cap ETF Analyses
Other MF2-GARCH Analyses on ETFs