Green Century MSCI International Index Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.29% (+2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6051 | 7.85 | |
| 0.1145 | 4.55 | |
| 0.8379 | 28.63 | |
| -0.0111 | -4.68 |
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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