BlackRock Limited Duration Income Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.34% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1616 | 4.71 | |
| 0.2408 | 7.76 | |
| 0.6990 | 25.27 | |
| -1.0438 | -8.00 | |
| 1.4592 | 7.14 | |
| -0.6934 | -3.78 | |
| 0.3077 | 1.54 | |
| 0.0087 | 0.05 | |
| -0.1077 | -0.66 | |
| 0.2626 | 1.70 | |
| -0.2191 | -1.33 | |
| -0.1999 | -1.15 | |
| 0.3630 | 2.95 |
Estimation Period:
Jul 29, 2003 to Feb 6, 2026
Jul 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other BlackRock Limited Duration Income Trust Analyses
Other Zero Slope Spline-GARCH Analyses on Closed-end Funds