BlackRock Income Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:5.48% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0047 | 13.73 | |
| 0.0453 | 19.98 | |
| 0.9231 | 539.50 | |
| 0.0554 | 10.94 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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