Eaton Vance SR Fltng RTE TR GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:6.86% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 20.06 | |
| 0.1075 | 20.43 | |
| 0.8534 | 250.27 | |
| 0.0781 | 6.73 |
Estimation Period:
Nov 25, 2003 to Feb 6, 2026
Nov 25, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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