Western Asset Mortgage Opportunity Fund Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.47% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 23.26 | |
| 0.1757 | 32.06 | |
| 0.7828 | 149.63 | |
| 0.1639 | 9.72 |
Estimation Period:
Feb 24, 2010 to Feb 6, 2026
Feb 24, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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