BlackRock Income Trust Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.14% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5433 | 8.75 | |
| 0.1397 | 9.16 | |
| 0.7241 | 25.50 | |
| 0.0852 | 2.15 | |
| -0.1921 | -3.30 | |
| 0.1843 | 5.30 | |
| -0.1190 | -3.58 | |
| 0.0752 | 2.07 | |
| -0.0574 | -1.52 | |
| 0.0129 | 0.29 | |
| 0.0555 | 1.19 | |
| -0.0016 | -0.04 | |
| -0.2576 | -4.87 |
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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