Blackrock Corp HI Yield Fund EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.58% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0079 | -2.97 | |
| 0.3170 | 37.87 | |
| 0.9518 | 483.41 | |
| -0.1308 | -12.97 |
Estimation Period:
May 29, 2003 to Feb 6, 2026
May 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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