Eaton Vance High Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.39% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0618 | 23.82 | |
| 0.4529 | 6.90 | |
| 0.0000 | 0.00 | |
| -0.1117 | -0.88 |
Estimation Period:
Oct 19, 2023 to Feb 13, 2026
Oct 19, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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