Blackrock Corp HI Yield Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.89% (+2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9742 | 6.79 | |
| 0.1587 | 42.19 | |
| 0.9791 | 321.42 | |
| 5.4467 | 13.34 |
Estimation Period:
May 29, 2003 to Feb 13, 2026
May 29, 2003 to Feb 13, 2026
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