Green Century MSCI International Index Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.63% (+10.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.0468 | 25.36 | |
| 0.6307 | 110.71 | |
| 0.0287 | 12.19 |
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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