V-Lab
BlackRock Core Bond Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:11.48% (+0.98%)
Analysis last updated: Friday, May 3, 2024 at 10:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8711 | 4.91 | |
| 0.1144 | 7.00 | |
| 0.8469 | 44.85 | |
| -0.0071 | -0.10 | |
| 0.0418 | 0.41 | |
| -0.0881 | -1.16 | |
| 0.0955 | 1.06 | |
| -0.1135 | -1.12 | |
| 0.2651 | 2.82 | |
| -0.5071 | -4.43 |
Estimation Period:
Nov 28, 2001 to May 3, 2024
Nov 28, 2001 to May 3, 2024
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