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Eaton Vance Floating-Rate 2022 Target Term Trust Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 25, 2022 at 09:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Eaton Vance Floating-Rate 2022 Target Term Trust S0GARCH
paramt-stat
ω1.36842.11
α0.27285.12
β0.51916.99
γ18.76430.87
γ2-11.6009-0.81
γ316.78661.80
γ4-31.6060-3.36
γ525.61932.85
γ6-13.4375-1.86
γ77.73321.19
γ87.55441.05
γ9-26.4788-3.83
γ1024.76925.91
Estimation Period:
Nov 16, 2018 to Oct 21, 2022
Impact of return on volatility tomorrow
Volatility Forecasts