V-Lab
BlackRock Limited Duration Income Trust AGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:10.25% (+2.87%)
Analysis last updated: Thursday, May 16, 2024 at 10:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 18.44 | |
| 0.1924 | 27.77 | |
| 0.8013 | 152.08 | |
| 0.1439 | 12.29 |
Estimation Period:
Jul 29, 2003 to May 10, 2024
Jul 29, 2003 to May 10, 2024
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