V-Lab
BlackRock Municipal Income Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:10.10% (-0.44%)
Analysis last updated: Monday, April 29, 2024 at 09:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7872 | 5.68 | |
| 0.1816 | 7.41 | |
| 0.7454 | 27.33 | |
| -0.0726 | -1.20 | |
| 0.1589 | 1.83 | |
| -0.2030 | -3.20 | |
| 0.1926 | 2.73 | |
| -0.1356 | -2.03 | |
| 0.1617 | 2.92 | |
| -0.1604 | -4.43 |
Estimation Period:
Jul 27, 2001 to Apr 26, 2024
Jul 27, 2001 to Apr 26, 2024
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