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V-Lab

BlackRock Limited Duration Income Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:6.84% (+0.82%)
Analysis last updated: Thursday, February 19, 2026 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BlackRock Limited Duration Income Trust S0GARCH
paramt-stat
ω0.16374.78
α0.24037.73
β0.698925.22
γ1-1.0313-7.98
γ21.44217.11
γ3-0.6849-3.77
γ40.30071.52
γ50.01510.09
γ6-0.1131-0.70
γ70.26781.76
γ8-0.2272-1.40
γ9-0.1939-1.13
γ100.36522.97
Estimation Period:
Jul 29, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts