V-Lab
BlackRock Core Bond Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:10.43% (-0.34%)
Analysis last updated: Thursday, May 16, 2024 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6620 | 6.94 | |
| 0.0974 | 33.49 | |
| 0.9811 | 351.89 | |
| 5 | 10.20 |
Estimation Period:
Nov 28, 2001 to May 10, 2024
Nov 28, 2001 to May 10, 2024
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