Blackrock Muniyield Qlty II Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.75% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6701 | 4.34 | |
| 0.1590 | 8.24 | |
| 0.7706 | 30.78 | |
| -0.3254 | -3.11 | |
| 0.4400 | 2.96 | |
| -0.1375 | -1.18 | |
| 0.0851 | 0.72 | |
| -0.1331 | -1.45 | |
| 0.1012 | 1.20 | |
| -0.1270 | -1.38 | |
| 0.3081 | 3.80 | |
| -0.3872 | -5.12 | |
| 0.2275 | 3.83 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Blackrock Muniyield Qlty II Analyses
Other Zero Slope Spline-GARCH Analyses on Closed-end Funds