BlackRock Core Bond Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.52% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 17.50 | |
| 0.0650 | 15.66 | |
| 0.8832 | 249.42 | |
| 0.0650 | 7.99 |
Estimation Period:
Nov 28, 2001 to Feb 6, 2026
Nov 28, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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