Columbia Research Enhanced Small Cap ETF Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
15.22%
increased by 0.02%
1 Week
15.26%
increased by 0.06%
1 Month
15.42%
increased by 0.22%
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 | |
|---|---|---|
| 0.8970 | 4.17 | |
| 0.0000 | 0.00 | |
| 0.9936 | 7.38 | |
| -14.8941 | -0.46 |
Estimation Period:
Dec 11, 2025 to May 22, 2026
Dec 11, 2025 to May 22, 2026
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