Western Asset Investment Grade Opportunity Trust Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:5.02% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6273 | 6.03 | |
| 0.1101 | 6.16 | |
| 0.8113 | 26.00 | |
| -0.1154 | -2.93 | |
| 0.1820 | 3.16 | |
| -0.1236 | -3.35 | |
| -0.0009 | -0.02 |
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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