Western Asst Emerg Mrkt Debt Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.49% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5974 | 4.77 | |
| 0.1530 | 4.05 | |
| 0.7159 | 14.38 | |
| 0.5582 | 1.85 | |
| -0.2968 | -0.67 | |
| -0.7486 | -2.23 | |
| 1.1315 | 2.21 | |
| -1.3392 | -1.82 | |
| 1.2449 | 1.92 | |
| -0.7343 | -2.03 | |
| 0.2318 | 1.03 | |
| -0.3531 | -1.75 | |
| 0.8081 | 2.59 |
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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