Western Asst Emerg Mrkt Debt GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.33% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 10.26 | |
| 0.0180 | 4.79 | |
| 0.9019 | 115.75 | |
| 0.1192 | 13.23 |
Estimation Period:
Nov 19, 2008 to Feb 6, 2026
Nov 19, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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