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Eaton Vance NY MUN Bond FD Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 24, 2025 at 11:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eaton Vance NY MUN Bond FD S0GARCH
paramt-stat
ω0.84985.22
α0.16466.08
β0.720217.90
γ1-0.1794-1.79
γ20.45683.20
γ3-0.5448-5.77
γ40.32683.65
γ5-0.0026-0.03
γ6-0.0987-0.84
γ70.10950.89
γ8-0.1269-1.22
γ90.07231.06
Estimation Period:
Aug 28, 2002 to Oct 24, 2025
Impact of return on volatility tomorrow
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