Western Asset Mortgage Opportunity Fund Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.93% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0093 | -3.49 | |
| 0.3076 | 35.09 | |
| 0.9260 | 263.36 | |
| -0.0798 | -10.83 |
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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