BlackRock Limited Duration Income Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.59% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8080 | 6.43 | |
| 0.1359 | 43.73 | |
| 0.9809 | 334.89 | |
| 4.8229 | 15.87 |
Estimation Period:
Jul 29, 2003 to Feb 6, 2026
Jul 29, 2003 to Feb 6, 2026
Other BlackRock Limited Duration Income Trust Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds