Boston Common ESG Impact International Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.33% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 16.54 | |
| 0.0271 | 4.96 | |
| 0.8887 | 257.59 | |
| 0.1219 | 13.38 |
Estimation Period:
Dec 29, 2010 to Feb 6, 2026
Dec 29, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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