V-Lab
BlackRock Limited Duration Income Trust GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:7.41% (-0.55%)
Analysis last updated: Friday, May 17, 2024 at 10:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 24.73 | |
| 0.2092 | 28.18 | |
| 0.7908 | 148.06 |
Estimation Period:
Jul 29, 2003 to May 17, 2024
Jul 29, 2003 to May 17, 2024
News Impact Curve
Volatility Forecasts
Other BlackRock Limited Duration Income Trust Analyses