V-Lab
BlackRock Municipal Income Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:6.45% (-0.19%)
Analysis last updated: Friday, May 17, 2024 at 10:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6918 | 5.50 | |
| 0.1849 | 7.57 | |
| 0.7317 | 25.59 | |
| -0.1896 | -2.56 | |
| 0.3735 | 3.33 | |
| -0.3659 | -3.75 | |
| 0.2615 | 2.80 | |
| -0.1027 | -1.27 | |
| 0.0035 | 0.04 | |
| 0.1774 | 1.94 | |
| -0.4571 | -3.39 |
Estimation Period:
Jul 27, 2001 to May 17, 2024
Jul 27, 2001 to May 17, 2024
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