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	param	t-stat
$ω$	0.5392	3.94
$α$	0.1898	6.90
$β$	0.6942	17.34
$γ_{1}$	-0.2474	-1.05
$γ_{2}$	-0.0622	-0.18
$γ_{3}$	0.8594	4.11
$γ_{4}$	-0.8390	-3.75
$γ_{5}$	0.3088	1.03
$γ_{6}$	-0.0534	-0.18
$γ_{7}$	0.1549	0.66
$γ_{8}$	-0.5246	-1.86
$γ_{9}$	1.1154	2.30

V-Lab

Western Asset Mortgage Opportunity Fund Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:10.32% (+0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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