BlackRock Income Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.66% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 13.71 | |
| 0.0452 | 19.88 | |
| 0.9230 | 538.20 | |
| 0.0555 | 10.91 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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