Western Asset High Income Opportunity Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.05% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3327 | 4.65 | |
| 0.1672 | 9.69 | |
| 0.7673 | 37.45 | |
| 0.0394 | 0.45 | |
| -0.0050 | -0.04 | |
| -0.2139 | -3.32 | |
| 0.4892 | 6.48 | |
| -0.5363 | -5.72 | |
| 0.2682 | 2.96 | |
| -0.0467 | -0.71 | |
| 0.0701 | 1.34 | |
| -0.1012 | -1.77 | |
| -0.0047 | -0.05 |
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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