V-Lab
BlackRock Municipal Income Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:7.71% (+0.44%)
Analysis last updated: Friday, May 3, 2024 at 09:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6897 | 5.50 | |
| 0.1857 | 7.59 | |
| 0.7302 | 25.47 | |
| -0.1917 | -2.57 | |
| 0.3769 | 3.34 | |
| -0.3670 | -3.73 | |
| 0.2597 | 2.77 | |
| -0.0992 | -1.22 | |
| -0.0002 | -0.00 | |
| 0.1763 | 1.91 | |
| -0.4220 | -3.11 |
Estimation Period:
Jul 27, 2001 to May 3, 2024
Jul 27, 2001 to May 3, 2024
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