Blackrock Debt Strategies FD Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:5.04% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0502 | 5.42 | |
| 0.2123 | 6.56 | |
| 0.7442 | 26.20 | |
| -0.0654 | -2.30 | |
| 0.1350 | 3.32 | |
| -0.1372 | -5.23 | |
| 0.0850 | 3.19 | |
| 0.0383 | 1.33 | |
| -0.1847 | -3.91 |
Estimation Period:
Mar 30, 1998 to Feb 6, 2026
Mar 30, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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