V-Lab
BlackRock Municipal Income Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:8.07% (-0.23%)
Analysis last updated: Thursday, May 2, 2024 at 09:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 27.58 | |
| 0.0938 | 10.79 | |
| 0.7914 | 140.02 | |
| 0.1425 | 9.73 |
Estimation Period:
Jul 27, 2001 to Apr 26, 2024
Jul 27, 2001 to Apr 26, 2024
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