Calvert International Equity Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.56% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1705 | 7.20 | |
| 0.1057 | 8.15 | |
| 0.8610 | 61.68 | |
| 0.0489 | 5.48 | |
| -0.0982 | -5.94 | |
| 0.0896 | 4.88 | |
| -0.0546 | -4.66 |
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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