BlackRock Massachusetts Tax-Exempt Trust GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 16.90 | |
| 0.1040 | 19.42 | |
| 0.8693 | 191.60 | |
| -0.0249 | -2.74 |
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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