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Eaton Vance Short Drtn DIV Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.93% (-0.35%)
Analysis last updated: Monday, February 9, 2026 at 10:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eaton Vance Short Drtn DIV SGARCH
paramt-stat
ω1.55483.22
α0.17396.27
β0.745019.72
γ10.83093.25
γ2-1.3608-3.64
γ30.81663.81
γ4-0.4729-2.61
γ50.36012.23
γ6-0.2882-1.91
γ70.23861.33
γ8-0.1146-0.53
γ9-0.1457-0.57
γ100.11870.38
Estimation Period:
Feb 24, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts