BlackRock Massachusetts Tax-Exempt Trust GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 17.58 | |
| 0.0930 | 29.85 | |
| 0.8655 | 187.13 |
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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