Columbia Research Enhanced Small Cap ETF MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
41.29%
increased by 25.75%
1 Week
35.71%
increased by 20.17%
1 Month
28.77%
increased by 13.23%
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 | |
|---|---|---|
| 0.9913 | 99.75 | |
| 0.0000 | 0.00 | |
| -0.5000 | -28.05 | |
| 2.4996 | 39.11 |
Estimation Period:
Dec 11, 2025 to Jun 5, 2026
Dec 11, 2025 to Jun 5, 2026
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