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V-Lab

Western Asset High Income Fund II Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.19% (-0.26%)
Analysis last updated: Friday, February 13, 2026 at 11:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Western Asset High Income Fund II Inc SGARCH
paramt-stat
ω1.24593.84
α0.21509.30
β0.761636.27
γ10.05720.36
γ2-0.2302-0.91
γ30.38582.80
γ4-0.3868-4.58
γ50.24942.48
γ6-0.0493-0.55
γ7-0.0072-0.09
γ8-0.1885-1.32
Estimation Period:
May 25, 1998 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts