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Blackrock Enhncd Govt FD Inc 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 SGARCH
paramt-stat
ω1.77522.72
α0.14517.10
β0.796030.34
γ10.99693.57
γ2-1.8108-4.83
γ31.28535.12
γ4-0.5901-2.45
γ50.07930.37
γ60.30400.96
γ7-0.5903-1.37
γ80.73241.75
γ9-0.7404-2.45
γ100.53721.32
Estimation Period:
Oct 27, 2005 to Mar 21, 2025
Impact of return on volatility tomorrow
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