Calvert International Responsible Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.44% (+4.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9473 | 10.33 | |
| 0.1260 | 1.13 | |
| 0.6528 | 3.32 | |
| -0.0078 | -0.32 |
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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