Calvert US Large-Cap Diversity Equity And Inclusion Index ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.24% (+2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0017 | -0.20 | |
| -0.0384 | -12.82 | |
| 0.9712 | 210.11 | |
| -0.1714 | -21.50 |
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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