Blackrock Throgmorton Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.66% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5728 | 5.75 | |
| 0.1354 | 7.11 | |
| 0.8179 | 36.29 | |
| -0.3098 | -3.78 | |
| 0.4411 | 3.37 | |
| -0.2260 | -2.51 | |
| 0.2432 | 3.35 | |
| -0.2811 | -4.51 | |
| 0.1196 | 1.40 |
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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