BlackRock Core Bond Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.68% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9342 | 5.27 | |
| 0.1058 | 6.85 | |
| 0.8593 | 46.77 | |
| 0.0187 | 0.61 | |
| -0.0234 | -0.50 | |
| -0.0182 | -0.59 | |
| 0.0929 | 3.52 | |
| -0.1956 | -4.07 |
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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