V-Lab
BlackRock Municipal Income Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:7.09% (-0.32%)
Analysis last updated: Friday, May 17, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0145 | -7.64 | |
| 0.3085 | 27.38 | |
| 0.9473 | 493.12 | |
| -0.0872 | -8.87 |
Estimation Period:
Jul 27, 2001 to May 17, 2024
Jul 27, 2001 to May 17, 2024
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