Eaton Vance FLT Rate Incm TR GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.39% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 24.71 | |
| 0.1238 | 23.23 | |
| 0.8156 | 198.40 | |
| 0.1032 | 7.68 |
Estimation Period:
Jul 26, 2004 to Feb 6, 2026
Jul 26, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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