BlackRock MuniHoldings Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.23% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 27.62 | |
| 0.0929 | 18.74 | |
| 0.8078 | 172.95 | |
| 0.0981 | 8.65 |
Estimation Period:
May 27, 1997 to Feb 6, 2026
May 27, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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