V-Lab
BlackRock Enhanced International Dividend Trust Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:11.67% (-0.11%)
Analysis last updated: Friday, May 17, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8330 | 5.90 | |
| 0.1682 | 8.40 | |
| 0.7903 | 38.24 | |
| -0.0623 | -3.78 | |
| 0.1018 | 3.71 | |
| -0.0582 | -1.91 |
Estimation Period:
May 28, 2007 to May 17, 2024
May 28, 2007 to May 17, 2024
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