Blackrock ESG CAP AL TRM TRT Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.18% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4466 | 5.12 | |
| 0.0988 | 1.54 | |
| 0.5831 | 2.94 | |
| -3.5394 | -6.77 | |
| 4.9043 | 6.50 | |
| -1.7174 | -2.91 | |
| 0.4327 | 0.41 |
Estimation Period:
Sep 28, 2021 to Feb 6, 2026
Sep 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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