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Blackrock Corp HI Yield Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.07% (+0.07%)
Analysis last updated: Tuesday, February 10, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Blackrock Corp HI Yield Fund S0GARCH
paramt-stat
ω0.51963.39
α0.23228.11
β0.711327.46
γ1-0.3291-2.21
γ20.72853.24
γ3-0.8379-4.31
γ40.59553.22
γ5-0.1264-0.76
γ6-0.1514-0.80
γ70.32511.87
γ8-0.2660-1.59
γ9-0.0247-0.14
γ100.13130.96
Estimation Period:
May 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts