Calvert International Equity Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.80% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 6.33 | |
| 0.0125 | 7.51 | |
| 0.9039 | 220.79 | |
| 0.1232 | 12.35 |
Estimation Period:
Feb 26, 1999 to Feb 6, 2026
Feb 26, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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