V-Lab: BlackRock MuniHoldings California Quality Fund Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BlackRock MuniHoldings California Quality Fund Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:9.28% (-0.34%)

Analysis last updated: Monday, April 29, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9136	5.08
$α$	0.1672	8.40
$β$	0.7785	32.61
$γ_{1}$	-0.0462	-1.22
$γ_{2}$	0.1280	2.26
$γ_{3}$	-0.1179	-2.95
$γ_{4}$	0.0141	0.41
$γ_{5}$	0.0821	2.81
$γ_{6}$	-0.0919	-4.15

Estimation Period:
Mar 3, 1998 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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