Domini Impact Equity Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.66% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 3.26 | |
| 0.1547 | 27.04 | |
| 0.9714 | 651.92 | |
| -0.1362 | -22.57 |
Estimation Period:
May 31, 1991 to Feb 6, 2026
May 31, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Domini Impact Equity Fund Analyses
Other EGARCH Analyses on Open-end Funds