BlackRock Core Bond Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.40% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 17.53 | |
| 0.0648 | 15.65 | |
| 0.8832 | 249.57 | |
| 0.0651 | 8.01 |
Estimation Period:
Nov 28, 2001 to Feb 13, 2026
Nov 28, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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