V-Lab
BlackRock Income Trust Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:10.96% (-0.64%)
Analysis last updated: Friday, May 17, 2024 at 09:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5508 | 8.43 | |
| 0.1410 | 8.96 | |
| 0.7274 | 25.80 | |
| 0.1021 | 2.22 | |
| -0.2148 | -3.23 | |
| 0.1823 | 4.74 | |
| -0.1023 | -2.70 | |
| 0.0600 | 1.38 | |
| -0.0417 | -0.85 | |
| -0.0003 | -0.01 | |
| 0.0235 | 0.51 | |
| 0.0826 | 1.90 | |
| -0.2046 | -2.65 |
Estimation Period:
Jan 2, 1990 to May 17, 2024
Jan 2, 1990 to May 17, 2024
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