Calvert US Mid-Cap Core Responsible Index ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.81% (+3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 8.07 | |
| 0.0770 | 8.30 | |
| 0.8534 | 71.14 | |
| 0.4866 | 11.76 |
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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