V-Lab
BlackRock Core Bond Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:11.74% (-0.63%)
Analysis last updated: Monday, April 29, 2024 at 09:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9937 | 6.28 | |
| 0.1051 | 7.72 | |
| 0.8781 | 61.81 | |
| -0.0001 | -0.21 |
Estimation Period:
Nov 28, 2001 to Apr 26, 2024
Nov 28, 2001 to Apr 26, 2024
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