BlackRock Massachusetts Tax-Exempt Trust Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2059 | 7.31 | |
| 0.0949 | 7.35 | |
| 0.8458 | 36.50 | |
| -0.0152 | -0.77 | |
| 0.0445 | 1.61 | |
| -0.0587 | -3.66 | |
| 0.0743 | 2.83 |
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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