BlackRock Limited Duration Income Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:6.95% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 26.14 | |
| 0.1260 | 19.89 | |
| 0.7903 | 167.47 | |
| 0.1556 | 9.20 |
Estimation Period:
Jul 29, 2003 to Feb 20, 2026
Jul 29, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other BlackRock Limited Duration Income Trust Analyses
Other GJR-GARCH Analyses on Closed-end Funds