V-Lab: BlackRock Enhanced International Dividend Trust Fund Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

BlackRock Enhanced International Dividend Trust Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:11.99% (-0.09%)

Analysis last updated: Monday, May 20, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8441	5.92
$α$	0.1684	8.42
$β$	0.7899	37.99
$γ_{1}$	-0.0590	-3.82
$γ_{2}$	0.0948	4.05
$γ_{3}$	-0.0457	-3.47

Estimation Period:
May 28, 2007 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other BlackRock Enhanced International Dividend Trust Fund Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH