Western Asset High Income Fund II Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.75% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 13.29 | |
| 0.1226 | 19.16 | |
| 0.7942 | 195.82 | |
| 0.1366 | 9.89 |
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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