Boston Trust Walden International Equity Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.61% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 15.06 | |
| 0.0547 | 8.26 | |
| 0.8623 | 203.99 | |
| 0.1284 | 9.37 |
Estimation Period:
Jun 9, 2015 to Feb 6, 2026
Jun 9, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Boston Trust Walden International Equity Fund Analyses
Other GJR-GARCH Analyses on Open-end Funds