Domini Impact Equity Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.87% (+1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9870 | 4.49 | |
| 0.1103 | 6.12 | |
| 0.8559 | 46.51 | |
| 0.0850 | 1.59 | |
| -0.0412 | -0.48 | |
| -0.1885 | -2.82 | |
| 0.2803 | 5.75 | |
| -0.2188 | -4.77 | |
| 0.1136 | 2.19 | |
| -0.0116 | -0.20 | |
| -0.0718 | -0.86 | |
| 0.2114 | 1.10 |
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
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