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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9204	3.82***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9865	16.49***

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Columbia Research Enhanced Small Cap ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Columbia Research Enhanced Small Cap ETF Analyses