Columbia Research Enhanced Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.12% (+5.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0740 | 13.59 | |
| 0.0452 | 4.58 | |
| 0.8005 | 80.98 | |
| 0.1783 | 6.38 |
Estimation Period:
Sep 25, 2019 to Feb 6, 2026
Sep 25, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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