BlackRock Massachusetts Tax-Exempt Trust MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1616 | 20.10 | |
| 0.5966 | 18.80 | |
| -0.0533 | -5.85 | |
| 0.1181 | 0.99 | |
| 0.1388 | 0.98 | |
| 0.7553 | 3.09 |
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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