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V-Lab

BlackRock Limited Duration Income Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.34% (+0.29%)
Analysis last updated: Friday, February 6, 2026 at 11:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BlackRock Limited Duration Income Trust S0GARCH
paramt-stat
ω0.16164.71
α0.24087.76
β0.699025.27
γ1-1.0438-8.00
γ21.45927.14
γ3-0.6934-3.78
γ40.30771.54
γ50.00870.05
γ6-0.1077-0.66
γ70.26261.70
γ8-0.2191-1.33
γ9-0.1999-1.15
γ100.36302.95
Estimation Period:
Jul 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts