BlackRock Core Bond Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.26% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9004 | 4.93 | |
| 0.1084 | 6.65 | |
| 0.8518 | 42.86 | |
| -0.0341 | -0.35 | |
| 0.1051 | 0.63 | |
| -0.1270 | -0.82 | |
| 0.0511 | 0.38 | |
| 0.0423 | 0.36 | |
| -0.1400 | -1.02 | |
| 0.3576 | 2.65 | |
| -0.5185 | -4.72 | |
| 0.3548 | 4.15 |
Estimation Period:
Nov 28, 2001 to Feb 20, 2026
Nov 28, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other BlackRock Core Bond Trust Analyses
Other Zero Slope Spline-GARCH Analyses on Closed-end Funds