V-Lab: BlackRock Income Trust Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

BlackRock Income Trust Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:13.18% (-0.86%)

Analysis last updated: Monday, April 29, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4078	8.28
$α$	0.1387	9.07
$β$	0.7377	27.50
$γ_{1}$	0.0401	1.12
$γ_{2}$	-0.1141	-2.15
$γ_{3}$	0.1280	3.81
$γ_{4}$	-0.0803	-2.55
$γ_{5}$	0.0489	1.44
$γ_{6}$	-0.0460	-1.48
$γ_{7}$	0.0207	0.72
$γ_{8}$	0.0804	2.72
$γ_{9}$	-0.1326	-6.14

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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