BlackRock Core Bond Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.59% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6608 | 7.06 | |
| 0.0954 | 34.06 | |
| 0.9811 | 358.86 | |
| 5.3159 | 10.21 |
Estimation Period:
Nov 28, 2001 to Feb 20, 2026
Nov 28, 2001 to Feb 20, 2026
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