Domini Impact International Equity Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.92% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0458 | 19.29 | |
| 0.0416 | 6.03 | |
| 0.8234 | 176.10 | |
| 0.1884 | 12.81 |
Estimation Period:
Nov 30, 2012 to Feb 6, 2026
Nov 30, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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