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Eaton Vance Ltd DUR Incm FD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.63% (-0.07%)
Analysis last updated: Monday, February 9, 2026 at 10:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eaton Vance Ltd DUR Incm FD S0GARCH
paramt-stat
ω0.72153.06
α0.18287.27
β0.754828.75
γ1-0.1244-0.46
γ20.36430.94
γ3-0.5817-2.74
γ40.46532.80
γ5-0.0417-0.30
γ6-0.2053-1.30
γ70.19401.27
γ80.07970.46
γ9-0.3889-2.18
γ100.33042.66
Estimation Period:
Jun 11, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts