V-Lab
BlackRock Health Sciences Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:10.19% (-0.72%)
Analysis last updated: Friday, May 17, 2024 at 10:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 16.93 | |
| 0.2432 | 41.88 | |
| 0.9593 | 449.93 | |
| -0.0651 | -10.64 |
Estimation Period:
Mar 29, 2005 to May 17, 2024
Mar 29, 2005 to May 17, 2024
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