Eaton Vance SHT Duraton Incm GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:0.93% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.58 | |
| 0.0000 | 0.00 | |
| 0.9778 | 171.66 | |
| 0.0381 | 3.09 |
Estimation Period:
Jun 17, 2024 to Feb 13, 2026
Jun 17, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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