Eaton Vance Short Duration Municipal Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.62% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 13.43 | |
| 0.7517 | 3.11 | |
| 0.0919 | 2.74 | |
| -0.5519 | -2.08 |
Estimation Period:
Mar 25, 2024 to Feb 6, 2026
Mar 25, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Eaton Vance Short Duration Municipal Income ETF Analyses
Other GJR-GARCH Analyses on ETFs