Blackrock Debt Strategies FD GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.64% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 25.21 | |
| 0.0991 | 24.83 | |
| 0.8168 | 224.27 | |
| 0.1594 | 15.80 |
Estimation Period:
Mar 30, 1998 to Feb 6, 2026
Mar 30, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Blackrock Debt Strategies FD Analyses
Other GJR-GARCH Analyses on Closed-end Funds