V-Lab
V-Lab

BlackRock Utility Infrastructure & Power Opportunities Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:3.72% (-18.60%)

Analysis last updated: Thursday, May 16, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of BlackRock Utility Infrastructure & Power Opportunities Trust MF2-GARCH
paramt-stat
m26
α0.74477446930.00
β0.005353070.00
γ0.50005000000.00
λ10.778819.24
λ20.192321.00
λ30.00380.08
Estimation Period:
Nov 24, 2011 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts