Green Century MSCI International Index Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.62% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 8.26 | |
| 0.0061 | 2.25 | |
| 0.9235 | 229.62 | |
| 0.1169 | 11.84 |
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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