V-Lab
BlackRock Limited Duration Income Trust APARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:7.11% (-0.47%)
Analysis last updated: Monday, May 20, 2024 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 29.21 | |
| 0.1898 | 28.66 | |
| 0.8102 | 131.52 | |
| 0.2788 | 18.25 | |
| 1.3521 | 24.04 |
Estimation Period:
Jul 29, 2003 to May 17, 2024
Jul 29, 2003 to May 17, 2024
News Impact Curve
Volatility Forecasts
Other BlackRock Limited Duration Income Trust Analyses