BlackRock Limited Duration Income Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.04% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8059 | 6.45 | |
| 0.1356 | 43.87 | |
| 0.9810 | 338.28 | |
| 4.8309 | 15.88 |
Estimation Period:
Jul 29, 2003 to Feb 20, 2026
Jul 29, 2003 to Feb 20, 2026
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