BlackRock MuniHoldings California Quality Fund Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:9.05% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0091 | -5.91 | |
| 0.2767 | 45.11 | |
| 0.9693 | 698.83 | |
| -0.0670 | -12.18 |
Estimation Period:
Mar 2, 1998 to Feb 13, 2026
Mar 2, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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