Calvert International Responsible Index Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.55% (+3.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9741 | 6.15 | |
| 0.1030 | 20.12 | |
| 0.9790 | 285.16 | |
| 7.5371 | 3.71 |
Estimation Period:
Oct 30, 2015 to Feb 6, 2026
Oct 30, 2015 to Feb 6, 2026
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