Western Asset Investment Grade Opportunity Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.67% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 10.77 | |
| 0.0967 | 17.03 | |
| 0.9109 | 272.23 | |
| -0.0273 | -2.94 |
Estimation Period:
Jul 1, 2009 to Feb 6, 2026
Jul 1, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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