BlackRock Limited Duration Income Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:5.94% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1565 | 4.62 | |
| 0.2398 | 7.81 | |
| 0.7002 | 25.53 | |
| -1.0692 | -8.23 | |
| 1.4990 | 7.38 | |
| -0.7163 | -3.94 | |
| 0.3169 | 1.59 | |
| 0.0172 | 0.10 | |
| -0.1319 | -0.81 | |
| 0.3005 | 1.93 | |
| -0.2816 | -1.61 | |
| -0.0935 | -0.45 | |
| 0.1393 | 0.57 |
Estimation Period:
Jul 29, 2003 to Feb 20, 2026
Jul 29, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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