V-Lab
BlackRock Income Trust Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:12.23% (+0.87%)
Analysis last updated: Friday, May 3, 2024 at 09:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5497 | 8.41 | |
| 0.1410 | 8.95 | |
| 0.7274 | 25.80 | |
| 0.1023 | 2.22 | |
| -0.2151 | -3.22 | |
| 0.1823 | 4.73 | |
| -0.1018 | -2.68 | |
| 0.0592 | 1.36 | |
| -0.0406 | -0.83 | |
| -0.0015 | -0.03 | |
| 0.0244 | 0.54 | |
| 0.0803 | 1.83 | |
| -0.1925 | -2.46 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
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