V-Lab
BlackRock Limited Duration Income Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:13.38% (+2.19%)
Analysis last updated: Friday, May 3, 2024 at 10:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1246 | 4.45 | |
| 0.2459 | 7.73 | |
| 0.6836 | 21.78 | |
| -1.4266 | -8.98 | |
| 2.0553 | 7.83 | |
| -1.0940 | -4.36 | |
| 0.6891 | 2.82 | |
| -0.4502 | -2.27 | |
| 0.4257 | 2.54 | |
| -0.2956 | -1.93 | |
| 0.3110 | 1.95 | |
| -0.3044 | -1.77 | |
| -0.3045 | -0.96 |
Estimation Period:
Jul 29, 2003 to May 3, 2024
Jul 29, 2003 to May 3, 2024
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