V-Lab
BlackRock Core Bond Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:10.99% (-0.53%)
Analysis last updated: Friday, May 17, 2024 at 09:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8704 | 4.90 | |
| 0.1132 | 6.97 | |
| 0.8484 | 45.10 | |
| -0.0069 | -0.10 | |
| 0.0412 | 0.41 | |
| -0.0871 | -1.15 | |
| 0.0937 | 1.04 | |
| -0.1103 | -1.08 | |
| 0.2606 | 2.76 | |
| -0.5017 | -4.36 |
Estimation Period:
Nov 28, 2001 to May 17, 2024
Nov 28, 2001 to May 17, 2024
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