V-Lab
BlackRock Municipal Income Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:9.02% (-0.18%)
Analysis last updated: Monday, May 20, 2024 at 09:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7874 | 5.57 | |
| 0.1799 | 7.41 | |
| 0.7499 | 27.88 | |
| -0.0725 | -1.19 | |
| 0.1568 | 1.79 | |
| -0.1980 | -3.12 | |
| 0.1865 | 2.64 | |
| -0.1282 | -1.92 | |
| 0.1507 | 2.71 | |
| -0.1498 | -4.13 |
Estimation Period:
Jul 27, 2001 to May 17, 2024
Jul 27, 2001 to May 17, 2024
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