Eaton Vance Tx-Mgd Buy-Write EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.53% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 4.67 | |
| 0.2185 | 39.17 | |
| 0.9688 | 540.62 | |
| -0.1141 | -20.34 |
Estimation Period:
Apr 27, 2005 to Feb 6, 2026
Apr 27, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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