Boston Common ESG Impact International Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.66% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9994 | 8.40 | |
| 0.0887 | 22.45 | |
| 0.9773 | 348.90 | |
| 7.7212 | 3.92 |
Estimation Period:
Dec 29, 2010 to Feb 6, 2026
Dec 29, 2010 to Feb 6, 2026
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