Domini Impact Equity Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.84% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 12.06 | |
| 0.0000 | 0.00 | |
| 0.8945 | 287.17 | |
| 0.1850 | 19.47 |
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 GJR-GARCH Analyses on Open-end Funds