BlackRock Massachusetts Tax-Exempt Trust Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3708 | 11.75 | |
| 0.0935 | 7.38 | |
| 0.8562 | 40.19 | |
| 0.0083 | 3.18 | |
| -0.0101 | -2.86 |
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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