V-Lab
BlackRock Municipal Income Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:6.88% (-0.20%)
Analysis last updated: Monday, May 20, 2024 at 09:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0873 | 12.73 | |
| 0.6027 | 46.57 | |
| 0.2271 | 19.95 | |
| 0.0128 | 4.08 | |
| 0.0815 | 5.65 | |
| 0.8992 | 47.93 |
Estimation Period:
Jul 27, 2001 to May 17, 2024
Jul 27, 2001 to May 17, 2024
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