V-Lab
Blackrock Energy & Resources Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:13.36% (-0.78%)
Analysis last updated: Thursday, May 16, 2024 at 10:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4191 | 9.20 | |
| 0.0980 | 37.62 | |
| 0.9878 | 688.37 | |
| 8 | 6.70 |
Estimation Period:
Dec 24, 2004 to May 10, 2024
Dec 24, 2004 to May 10, 2024
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