Green Century MSCI International Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.71% (+2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5387 | 6.99 | |
| 0.1175 | 4.39 | |
| 0.8274 | 26.32 | |
| -0.0249 | -2.43 |
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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