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V-Lab

BlackRock Limited Duration Income Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.80% (+0.33%)
Analysis last updated: Friday, February 6, 2026 at 11:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BlackRock Limited Duration Income Trust SGARCH
paramt-stat
ω0.15614.62
α0.24037.81
β0.699525.43
γ1-1.0755-8.26
γ21.50897.40
γ3-0.7230-3.95
γ40.32271.61
γ50.01120.06
γ6-0.1257-0.76
γ70.29361.87
γ8-0.2701-1.53
γ9-0.1067-0.51
γ100.15670.65
Estimation Period:
Jul 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts