Eaton Vance Ltd DUR Incm FD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.21% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 18.62 | |
| 0.0835 | 13.61 | |
| 0.8103 | 185.55 | |
| 0.1595 | 10.48 |
Estimation Period:
Jun 11, 2003 to Feb 6, 2026
Jun 11, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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