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V-Lab

Western Asset High Yield Opportunity Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.09% (-0.18%)
Analysis last updated: Tuesday, February 10, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Western Asset High Yield Opportunity Fund Inc SGARCH
paramt-stat
ω0.52382.21
α0.18567.81
β0.719825.06
γ1-1.2689-2.38
γ21.33571.90
γ30.53761.51
γ4-1.4315-4.35
γ51.61384.55
γ6-1.3084-3.60
γ71.07352.53
γ8-1.2276-2.46
γ91.02462.09
γ10-0.7846-1.22
Estimation Period:
Oct 27, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts