BlackRock Core Bond Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.87% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6623 | 7.08 | |
| 0.0956 | 33.94 | |
| 0.9810 | 357.11 | |
| 5.3201 | 10.18 |
Estimation Period:
Nov 28, 2001 to Feb 13, 2026
Nov 28, 2001 to Feb 13, 2026
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