Western Asset High Income Fund II Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.19% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2459 | 3.84 | |
| 0.2150 | 9.30 | |
| 0.7616 | 36.27 | |
| 0.0572 | 0.36 | |
| -0.2302 | -0.91 | |
| 0.3858 | 2.80 | |
| -0.3868 | -4.58 | |
| 0.2494 | 2.48 | |
| -0.0493 | -0.55 | |
| -0.0072 | -0.09 | |
| -0.1885 | -1.32 |
Estimation Period:
May 25, 1998 to Feb 13, 2026
May 25, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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