Eaton Vance Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0349 | 19.43 | |
| 0.1700 | 45.04 | |
| 0.9833 | 1,254.18 | |
| -0.0359 | -8.10 |
Estimation Period:
Jan 3, 1990 to Feb 26, 2021
Jan 3, 1990 to Feb 26, 2021
News Impact Curve
Volatility Forecasts
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