BlackRock Core Bond Trust AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.58% (+2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 14.33 | |
| 0.1004 | 29.78 | |
| 0.8802 | 234.77 | |
| 0.1472 | 8.38 |
Estimation Period:
Nov 28, 2001 to Feb 20, 2026
Nov 28, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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