V-Lab
V-Lab

BlackRock Utility Infrastructure & Power Opportunities Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:10.40% (-0.06%)

Analysis last updated: Friday, May 3, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BlackRock Utility Infrastructure & Power Opportunities Trust SGARCH
paramt-stat
ω0.54325.25
α0.16596.37
β0.703514.65
γ1-0.5474-2.88
γ21.01723.29
γ3-1.0109-4.25
γ41.08895.39
γ5-0.8892-4.80
γ60.55443.05
γ7-0.7870-2.81
Estimation Period:
Nov 24, 2011 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts