Robeco Global Stars Equities Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.28% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8936 | 8.42 | |
| 0.0952 | 10.61 | |
| 0.8830 | 85.63 | |
| -0.0003 | -0.50 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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