Calvert US Large-Cap Diversity Equity And Inclusion Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.93% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8881 | 6.11 | |
| 0.0942 | 1.98 | |
| 0.8556 | 15.67 | |
| -0.0165 | -0.36 |
Estimation Period:
Feb 1, 2023 to Feb 13, 2026
Feb 1, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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