Calvert International Equity Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.15% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.02 | |
| 0.8965 | 272.07 | |
| 0.1366 | 30.35 | |
| 0.0090 | 5.78 | |
| 0.0195 | 5.17 | |
| 0.9734 | 205.09 |
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 MF2-GARCH Analyses on Open-end Funds