BlackRock Municipal Income Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.85% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7349 | 5.73 | |
| 0.1816 | 7.66 | |
| 0.7353 | 26.12 | |
| -0.1288 | -2.02 | |
| 0.2661 | 2.88 | |
| -0.3015 | -4.08 | |
| 0.2705 | 3.44 | |
| -0.1939 | -2.87 | |
| 0.2076 | 3.60 | |
| -0.1852 | -3.02 | |
| 0.0283 | 0.33 |
Estimation Period:
Jul 27, 2001 to Feb 6, 2026
Jul 27, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other BlackRock Municipal Income Trust Analyses
Other Spline-GARCH Analyses on Closed-end Funds