V-Lab
BlackRock Utility Infrastructure & Power Opportunities Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:13.79% (+1.29%)
Analysis last updated: Friday, May 17, 2024 at 10:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5465 | 5.24 | |
| 0.1656 | 6.40 | |
| 0.7054 | 14.91 | |
| -0.5365 | -2.83 | |
| 0.9980 | 3.24 | |
| -0.9952 | -4.18 | |
| 1.0755 | 5.31 | |
| -0.8761 | -4.73 | |
| 0.5294 | 2.91 | |
| -0.7106 | -2.60 |
Estimation Period:
Nov 24, 2011 to May 17, 2024
Nov 24, 2011 to May 17, 2024
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