Calvert International Equity Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.94% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1766 | 7.34 | |
| 0.1058 | 8.14 | |
| 0.8601 | 61.63 | |
| 0.0510 | 5.61 | |
| -0.1027 | -5.81 | |
| 0.0970 | 4.37 | |
| -0.0719 | -2.39 |
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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