Eaton Vance Floating-Rat ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.65% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.9429 | -5.23 | |
| 0.3288 | 7.62 | |
| 0.7037 | 13.03 | |
| 0.0366 | 0.87 |
Estimation Period:
Feb 8, 2024 to Feb 6, 2026
Feb 8, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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