Blackrock Corp HI Yield Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.88% (+4.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 24.22 | |
| 0.0917 | 11.90 | |
| 0.7748 | 147.80 | |
| 0.2425 | 16.14 |
Estimation Period:
May 29, 2003 to Feb 13, 2026
May 29, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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