Western Asset Mortgage Opportunity Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.13% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 25.70 | |
| 0.1125 | 16.29 | |
| 0.7856 | 153.10 | |
| 0.1219 | 8.13 |
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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