Eaton Vance Short Duration Municipal Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.52% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 10.36 | |
| 0.2547 | 4.01 | |
| 0.4225 | 7.98 | |
| 5.0324 | 1.92 |
Estimation Period:
Mar 25, 2024 to Feb 6, 2026
Mar 25, 2024 to Feb 6, 2026
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