Western Asset Investment Grade Opportunity Trust Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.69% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5463 | 4.69 | |
| 0.1088 | 6.00 | |
| 0.8136 | 27.00 | |
| -0.2106 | -3.01 | |
| 0.2854 | 2.93 | |
| -0.0689 | -1.25 | |
| -0.1122 | -2.48 | |
| 0.1853 | 6.07 |
Estimation Period:
Jul 1, 2009 to Feb 13, 2026
Jul 1, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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