BlackRock Massachusetts Tax-Exempt Trust GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3651 | 6.91 | |
| 0.1012 | 23.16 | |
| 0.9611 | 161.72 | |
| 3.9089 | 11.57 |
Estimation Period:
Aug 21, 1995 to Apr 16, 2021
Aug 21, 1995 to Apr 16, 2021
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