Blackrock CR Alloc Incm TR Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.94% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6831 | 2.75 | |
| 0.1647 | 6.24 | |
| 0.7866 | 30.44 | |
| -0.4952 | -3.11 | |
| 0.6826 | 3.15 | |
| -0.2098 | -1.80 | |
| 0.0172 | 0.15 | |
| 0.1348 | 1.17 | |
| -0.2727 | -2.45 | |
| 0.0432 | 0.30 |
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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