V-Lab
BlackRock MuniHoldings California Quality Fund Inc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 22nd, 2024:8.51% (+0.01%)
Analysis last updated: Tuesday, May 21, 2024 at 10:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0097 | 16.24 | |
| 0.1394 | 37.24 | |
| 0.8480 | 238.14 | |
| 0.1540 | 13.14 |
Estimation Period:
Mar 3, 1998 to May 17, 2024
Mar 3, 1998 to May 17, 2024
News Impact Curve
Volatility Forecasts
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