Western Asset High Income Fund II Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.35% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 9.79 | |
| 0.3102 | 43.19 | |
| 0.9539 | 405.42 | |
| -0.0769 | -8.86 |
Estimation Period:
May 25, 1998 to Feb 6, 2026
May 25, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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