Eaton Vance Tx-Mgd Buy-Write GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.45% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3217 | 6.51 | |
| 0.1280 | 39.61 | |
| 0.9830 | 382.94 | |
| 5.4974 | 12.28 |
Estimation Period:
Apr 27, 2005 to Feb 6, 2026
Apr 27, 2005 to Feb 6, 2026
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