V-Lab: BlackRock Utility Infrastructure & Power Opportunities Trust Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BlackRock Utility Infrastructure & Power Opportunities Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:15.57% (-1.13%)

Analysis last updated: Monday, May 20, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4123	5.29
$α$	0.1645	6.42
$β$	0.7007	13.52
$γ_{1}$	-1.7190	-3.75
$γ_{2}$	2.4183	3.25
$γ_{3}$	-0.5848	-1.03
$γ_{4}$	-0.8188	-1.57
$γ_{5}$	1.2178	2.23
$γ_{6}$	-0.3110	-0.54
$γ_{7}$	-0.6942	-1.41
$γ_{8}$	0.9983	2.37
$γ_{9}$	-1.0965	-2.60
$γ_{10}$	0.8565	2.76

Estimation Period:
Nov 24, 2011 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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