Calvert International Responsible Index Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.89% (+5.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6677 | 5.52 | |
| 0.1463 | 5.80 | |
| 0.8182 | 33.87 | |
| -0.0087 | -3.65 |
Estimation Period:
Oct 30, 2015 to Feb 6, 2026
Oct 30, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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