Eaton Vance Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0654 | 22.10 | |
| 0.0866 | 42.82 | |
| 0.9040 | 444.00 |
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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