Eaton Vance Ltd DUR Incm FD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.52% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0029 | 4.85 | |
| 0.1743 | 7.32 | |
| 0.7703 | 30.59 | |
| 0.1422 | 2.33 | |
| -0.2723 | -2.73 | |
| 0.2002 | 2.69 | |
| -0.1022 | -1.63 | |
| 0.1190 | 2.04 | |
| -0.2630 | -3.60 |
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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