Eaton Vance CA MUN Bond FD Spline-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3220 | 5.19 | |
| 0.1427 | 7.51 | |
| 0.8054 | 36.59 | |
| 0.1198 | 4.03 | |
| -0.1883 | -3.95 | |
| 0.0864 | 2.32 | |
| 0.0125 | 0.41 | |
| -0.0722 | -1.53 |
Estimation Period:
Aug 28, 2002 to Oct 24, 2025
Aug 28, 2002 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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