Western Asset Mortgage Opportunity Fund Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.17% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9171 | 8.34 | |
| 0.1451 | 27.27 | |
| 0.9613 | 200.15 | |
| 5.3761 | 9.28 |
Estimation Period:
Feb 24, 2010 to Feb 6, 2026
Feb 24, 2010 to Feb 6, 2026
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