BlackRock Limited Duration Income Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.82% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 26.12 | |
| 0.1261 | 19.88 | |
| 0.7894 | 166.64 | |
| 0.1563 | 9.21 |
Estimation Period:
Jul 29, 2003 to Feb 6, 2026
Jul 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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