V-Lab: BlackRock MuniHoldings California Quality Fund Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

BlackRock MuniHoldings California Quality Fund Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 9th, 1998:0.00% (-13.56%)

Analysis last updated: Monday, May 20, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

Parameter Estimates

	param	t-stat
$α$	0.0000	0.00
$β$	0.0000	0.00
$γ$	0.0000	0.00
$λ_{1}$	0.0000	0.00

Estimation Period:
Mar 3, 1998 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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