Western Asset Investment Grade Income Fund Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.26% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 10.45 | |
| 0.1980 | 50.13 | |
| 0.9796 | 1,067.06 | |
| -0.0101 | -2.17 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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