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Blackrock Debt Strategies FD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.36% (+0.08%)
Analysis last updated: Friday, February 6, 2026 at 11:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Blackrock Debt Strategies FD S0GARCH
paramt-stat
ω1.06664.62
α0.21256.51
β0.737025.03
γ1-0.0058-0.05
γ2-0.0971-0.58
γ30.29562.68
γ4-0.3140-2.81
γ50.09440.95
γ60.06260.73
γ7-0.0828-0.83
γ80.22072.17
γ9-0.3626-3.77
γ100.26083.78
Estimation Period:
Mar 30, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts