Eaton Vance Floating-Rat ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.27% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.5429 | 12.22 | |
| 0.2431 | 14.39 | |
| 0.2946 | 3.73 | |
| 0.0321 | 0.69 | |
| 0.8043 | 0.69 | |
| 0.0000 | 0.00 |
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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