V-Lab
BlackRock Limited Duration Income Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:8.32% (+0.38%)
Analysis last updated: Thursday, May 16, 2024 at 10:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8730 | 6.49 | |
| 0.1386 | 44.94 | |
| 0.9819 | 358.21 | |
| 5 | 16.32 |
Estimation Period:
Jul 29, 2003 to May 10, 2024
Jul 29, 2003 to May 10, 2024
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