BlackRock Limited Duration Income Trust AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.33% (+6.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 19.89 | |
| 0.2011 | 28.86 | |
| 0.7914 | 152.86 | |
| 0.1427 | 12.69 |
Estimation Period:
Jul 29, 2003 to Feb 13, 2026
Jul 29, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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