Eaton Vance Short Drtn DIV Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.93% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5548 | 3.22 | |
| 0.1739 | 6.27 | |
| 0.7450 | 19.72 | |
| 0.8309 | 3.25 | |
| -1.3608 | -3.64 | |
| 0.8166 | 3.81 | |
| -0.4729 | -2.61 | |
| 0.3601 | 2.23 | |
| -0.2882 | -1.91 | |
| 0.2386 | 1.33 | |
| -0.1146 | -0.53 | |
| -0.1457 | -0.57 | |
| 0.1187 | 0.38 |
Estimation Period:
Feb 24, 2005 to Feb 6, 2026
Feb 24, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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