Blackrock Throgmorton Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.51% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5762 | 5.71 | |
| 0.1343 | 7.12 | |
| 0.8203 | 36.74 | |
| -0.3097 | -3.75 | |
| 0.4420 | 3.34 | |
| -0.2304 | -2.53 | |
| 0.2555 | 3.51 | |
| -0.3150 | -5.43 | |
| 0.2189 | 5.60 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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