V-Lab
BlackRock Income Trust Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:8.56% (-0.69%)
Analysis last updated: Monday, November 11, 2024 at 10:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5727 | 8.66 | |
| 0.1408 | 9.06 | |
| 0.7246 | 25.66 | |
| 0.1035 | 2.36 | |
| -0.2202 | -3.45 | |
| 0.1954 | 5.27 | |
| -0.1181 | -3.25 | |
| 0.0714 | 1.72 | |
| -0.0516 | -1.11 | |
| 0.0091 | 0.17 | |
| 0.0220 | 0.47 | |
| 0.0881 | 2.25 | |
| -0.2939 | -4.72 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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