Eaton Vance Tx-Mgd Buy-Write GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.30% (+2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 19.91 | |
| 0.1858 | 32.81 | |
| 0.8033 | 178.71 |
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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