Columbia Research Enhanced Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.52% (+3.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0299 | 4.87 | |
| 0.1461 | 4.56 | |
| 0.7807 | 20.56 | |
| 0.0099 | 0.38 |
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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