Columbia Research Enhanced Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:15.15% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0264 | 5.67 | |
| 0.1457 | 4.56 | |
| 0.7812 | 20.66 | |
| 0.0092 | 1.10 |
Estimation Period:
Sep 25, 2019 to Feb 13, 2026
Sep 25, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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