Blackrock CR Alloc Incm TR GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.84% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 12.98 | |
| 0.0995 | 14.32 | |
| 0.8319 | 197.73 | |
| 0.1196 | 9.97 |
Estimation Period:
Dec 25, 2006 to Feb 13, 2026
Dec 25, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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