Eaton Vance Floating-Rat ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.43% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2442 | 3.90 | |
| 0.0532 | 0.96 | |
| 0.0000 | 0.00 | |
| -14.7961 | -0.98 | |
| 4.3908 | 0.20 | |
| 28.7292 | 1.98 | |
| -41.1175 | -2.91 | |
| 37.5931 | 2.72 | |
| -18.0215 | -1.70 |
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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