Calvert International Responsible Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.17% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7433 | 13.73 | |
| 0.0612 | 5.63 | |
| 0.8425 | 35.93 | |
| 8.5873 | 0.47 |
Estimation Period:
Feb 1, 2023 to Feb 6, 2026
Feb 1, 2023 to Feb 6, 2026
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