BlackRock Massachusetts Tax-Exempt Trust EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 13.94 | |
| 0.2356 | 32.99 | |
| 0.9231 | 202.78 | |
| 0.0177 | 2.48 |
Estimation Period:
Aug 21, 1995 to Apr 16, 2021
Aug 21, 1995 to Apr 16, 2021
News Impact Curve
Volatility Forecasts
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