BlackRock Health Sciences Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.43% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0544 | 23.57 | |
| 0.0906 | 19.30 | |
| 0.8398 | 251.80 | |
| 0.0834 | 8.39 |
Estimation Period:
Mar 29, 2005 to Feb 20, 2026
Mar 29, 2005 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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