Western Asst Emerg Mrkt Debt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.66% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5457 | 4.67 | |
| 0.1517 | 4.10 | |
| 0.7224 | 15.04 | |
| 0.5302 | 1.73 | |
| -0.2619 | -0.58 | |
| -0.7527 | -2.21 | |
| 1.1212 | 2.15 | |
| -1.3221 | -1.77 | |
| 1.2178 | 1.86 | |
| -0.6858 | -1.88 | |
| 0.1392 | 0.62 | |
| -0.1527 | -0.87 | |
| 0.3048 | 2.26 |
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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