Western Asset High Income Opportunity Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.45% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 21.63 | |
| 0.0703 | 23.32 | |
| 0.8685 | 338.87 | |
| 0.1126 | 13.54 |
Estimation Period:
Oct 27, 1994 to Feb 6, 2026
Oct 27, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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