Eaton Vance Floating-Rat ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.42% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2326 | 4.83 | |
| 0.0684 | 1.15 | |
| 0.3814 | 0.65 | |
| -16.8719 | -3.76 | |
| 24.2299 | 3.39 | |
| -17.0574 | -2.88 | |
| 24.7946 | 2.67 |
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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