V-Lab: BlackRock Utility Infrastructure & Power Opportunities Trust Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BlackRock Utility Infrastructure & Power Opportunities Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:15.09% (-0.72%)

Analysis last updated: Monday, April 29, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5518	5.16
$α$	0.1685	6.57
$β$	0.7102	16.09
$γ_{1}$	-0.5450	-2.80
$γ_{2}$	1.0133	3.18
$γ_{3}$	-1.0008	-4.07
$γ_{4}$	1.0466	5.04
$γ_{5}$	-0.7716	-4.08
$γ_{6}$	0.2718	1.62
$γ_{7}$	-0.0101	-0.09

Estimation Period:
Nov 24, 2011 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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