Blackrock Debt Strategies FD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.07% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9050 | 5.27 | |
| 0.1290 | 67.10 | |
| 0.9925 | 731.41 | |
| 5.4328 | 17.94 |
Estimation Period:
Mar 30, 1998 to Feb 6, 2026
Mar 30, 1998 to Feb 6, 2026
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