Calvert US Mid-Cap Core Responsible Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.85% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9616 | 19.25 | |
| 0.0848 | 9.70 | |
| 0.8960 | 79.09 | |
| 9.2507 | 1.17 |
Estimation Period:
Feb 1, 2023 to Feb 6, 2026
Feb 1, 2023 to Feb 6, 2026
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