Calvert US Mid-Cap Core Responsible Index ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.56% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 0.10 | |
| 0.0858 | 6.54 | |
| 0.9691 | 165.26 | |
| -0.1009 | -8.73 |
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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