Eaton Vance Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0497 | 18.17 | |
| 0.9007 | 277.73 | |
| 0.0580 | 11.59 | |
| 0.0037 | 6.87 | |
| 0.0051 | 8.37 | |
| 0.9940 | 1,304.52 |
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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