Eaton Vance SHT Duraton Incm GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.05% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.03 | |
| 0.0216 | 3.60 | |
| 0.9742 | 130.84 |
Estimation Period:
Jun 17, 2024 to Feb 6, 2026
Jun 17, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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