BlackRock Limited Duration Income Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.80% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1561 | 4.62 | |
| 0.2403 | 7.81 | |
| 0.6995 | 25.43 | |
| -1.0755 | -8.26 | |
| 1.5089 | 7.40 | |
| -0.7230 | -3.95 | |
| 0.3227 | 1.61 | |
| 0.0112 | 0.06 | |
| -0.1257 | -0.76 | |
| 0.2936 | 1.87 | |
| -0.2701 | -1.53 | |
| -0.1067 | -0.51 | |
| 0.1567 | 0.65 |
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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