BlackRock MuniHoldings California Quality Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.68% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 23.01 | |
| 0.0901 | 19.53 | |
| 0.8448 | 249.20 | |
| 0.1019 | 10.23 |
Estimation Period:
Mar 2, 1998 to Feb 6, 2026
Mar 2, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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