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Blackrock Enhncd Govt FD Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 21, 2025 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Blackrock Enhncd Govt FD Inc S0GARCH
paramt-stat
ω1.73132.65
α0.14537.08
β0.794830.15
γ10.95813.37
γ2-1.7485-4.60
γ31.24554.99
γ4-0.5650-2.36
γ50.07000.33
γ60.29690.94
γ7-0.5679-1.33
γ80.69341.68
γ9-0.6630-2.34
γ100.31172.06
Estimation Period:
Oct 27, 2005 to Mar 21, 2025
Impact of return on volatility tomorrow
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