Calvert US Mid-Cap Core Responsible Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.91% (+4.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9566 | 8.42 | |
| 0.0975 | 1.63 | |
| 0.7974 | 9.39 | |
| 0.0017 | 0.05 |
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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