V-Lab
BlackRock Limited Duration Income Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:5.99% (-0.56%)
Analysis last updated: Friday, May 17, 2024 at 10:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1251 | 4.48 | |
| 0.2464 | 7.75 | |
| 0.6824 | 21.73 | |
| -1.4165 | -9.01 | |
| 2.0402 | 7.86 | |
| -1.0849 | -4.37 | |
| 0.6808 | 2.80 | |
| -0.4393 | -2.22 | |
| 0.4113 | 2.45 | |
| -0.2774 | -1.81 | |
| 0.2896 | 1.83 | |
| -0.2820 | -1.67 | |
| -0.3709 | -1.20 |
Estimation Period:
Jul 29, 2003 to May 17, 2024
Jul 29, 2003 to May 17, 2024
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