BlackRock Core Bond Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.70% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 17.50 | |
| 0.0648 | 15.65 | |
| 0.8833 | 250.02 | |
| 0.0652 | 8.03 |
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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