Western Asset Mortgage Opportunity Fund Inc APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.30% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 22.97 | |
| 0.1745 | 33.04 | |
| 0.8000 | 154.85 | |
| 0.2283 | 12.27 | |
| 1.4417 | 25.27 |
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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