BlackRock Municipal Income Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.54% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7510 | 5.77 | |
| 0.1805 | 7.65 | |
| 0.7380 | 26.34 | |
| -0.1185 | -1.85 | |
| 0.2496 | 2.69 | |
| -0.2899 | -3.90 | |
| 0.2617 | 3.31 | |
| -0.1906 | -2.80 | |
| 0.2140 | 3.69 | |
| -0.2105 | -3.59 | |
| 0.1031 | 2.35 |
Estimation Period:
Jul 27, 2001 to Feb 6, 2026
Jul 27, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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