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V-Lab

Western Asset High Income Opportunity Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.05% (+1.20%)
Analysis last updated: Thursday, February 12, 2026 at 10:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Western Asset High Income Opportunity Fund Inc SGARCH
paramt-stat
ω1.33274.65
α0.16729.69
β0.767337.45
γ10.03940.45
γ2-0.0050-0.04
γ3-0.2139-3.32
γ40.48926.48
γ5-0.5363-5.72
γ60.26822.96
γ7-0.0467-0.71
γ80.07011.34
γ9-0.1012-1.77
γ10-0.0047-0.05
Estimation Period:
Oct 27, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts