V-Lab
BlackRock Core Bond Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:11.09% (0.00%)
Analysis last updated: Monday, May 20, 2024 at 09:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9901 | 6.32 | |
| 0.1040 | 7.71 | |
| 0.8792 | 62.39 | |
| -0.0001 | -0.21 |
Estimation Period:
Nov 28, 2001 to May 17, 2024
Nov 28, 2001 to May 17, 2024
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