Calvert International Equity Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.22% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 6.73 | |
| 0.1677 | 22.69 | |
| 0.9723 | 509.85 | |
| -0.0808 | -10.91 |
Estimation Period:
Feb 26, 1999 to Feb 6, 2026
Feb 26, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Calvert International Equity Fund Analyses
Other EGARCH Analyses on Open-end Funds