BlackRock Limited Duration Income Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:6.78% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0092 | -4.96 | |
| 0.3560 | 33.71 | |
| 0.9495 | 462.29 | |
| -0.1017 | -13.57 |
Estimation Period:
Jul 29, 2003 to Feb 20, 2026
Jul 29, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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