Calvert US Large-Cap Diversity Equity And Inclusion Index ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.52% (+3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0071 | -1.29 | |
| 0.0850 | 14.27 | |
| 0.8304 | 94.33 | |
| 0.9773 | 25.46 |
Estimation Period:
Feb 1, 2023 to Feb 6, 2026
Feb 1, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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