Western Asset Global High Income Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.98% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 26.52 | |
| 0.1219 | 17.49 | |
| 0.7787 | 170.39 | |
| 0.1426 | 10.56 |
Estimation Period:
Jul 29, 2003 to Feb 13, 2026
Jul 29, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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