Skip to main content
V-Lab

Eaton Vance NY MUN Bond FD 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 SGARCH
paramt-stat
ω0.82605.19
α0.16456.04
β0.718317.65
γ1-0.2003-2.01
γ20.49013.46
γ3-0.5673-6.06
γ40.34443.88
γ5-0.0153-0.16
γ6-0.0882-0.75
γ70.09320.75
γ8-0.0837-0.73
γ9-0.0606-0.38
Estimation Period:
Aug 28, 2002 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts