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V-Lab

Blackrock Corp HI Yield Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.82% (-0.71%)
Analysis last updated: Wednesday, February 11, 2026 at 11:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Blackrock Corp HI Yield Fund SGARCH
paramt-stat
ω0.50723.36
α0.23208.10
β0.711727.50
γ1-0.3570-2.39
γ20.77453.45
γ3-0.8718-4.51
γ40.62283.39
γ5-0.1433-0.86
γ6-0.1436-0.75
γ70.31851.81
γ8-0.2490-1.40
γ9-0.0664-0.31
γ100.23320.72
Estimation Period:
May 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts