Blackrock Munihldgs Qlty II GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.81% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 22.69 | |
| 0.1125 | 17.54 | |
| 0.8268 | 223.69 | |
| 0.0661 | 5.46 |
Estimation Period:
Mar 9, 1999 to Feb 6, 2026
Mar 9, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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