BlackRock Limited Duration Income Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:6.84% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1637 | 4.78 | |
| 0.2403 | 7.73 | |
| 0.6989 | 25.22 | |
| -1.0313 | -7.98 | |
| 1.4421 | 7.11 | |
| -0.6849 | -3.77 | |
| 0.3007 | 1.52 | |
| 0.0151 | 0.09 | |
| -0.1131 | -0.70 | |
| 0.2678 | 1.76 | |
| -0.2272 | -1.40 | |
| -0.1939 | -1.13 | |
| 0.3652 | 2.97 |
Estimation Period:
Jul 29, 2003 to Feb 13, 2026
Jul 29, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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