Green Century MSCI International Index Fund APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.70% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 14.44 | |
| 0.0723 | 19.48 | |
| 0.9277 | 242.73 | |
| 0.8896 | 21.65 | |
| 0.9052 | 21.22 |
Estimation Period:
Sep 30, 2016 to Feb 6, 2026
Sep 30, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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