Skip to main content
V-Lab

BlackRock Limited Duration Income Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:5.94% (+0.21%)
Analysis last updated: Tuesday, February 24, 2026 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BlackRock Limited Duration Income Trust SGARCH
paramt-stat
ω0.15654.62
α0.23987.81
β0.700225.53
γ1-1.0692-8.23
γ21.49907.38
γ3-0.7163-3.94
γ40.31691.59
γ50.01720.10
γ6-0.1319-0.81
γ70.30051.93
γ8-0.2816-1.61
γ9-0.0935-0.45
γ100.13930.57
Estimation Period:
Jul 29, 2003 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts