Western Asset Investment Grade Income Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.50% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 21.64 | |
| 0.0967 | 26.73 | |
| 0.8945 | 407.31 | |
| -0.0014 | -0.20 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Western Asset Investment Grade Income Fund Inc Analyses
Other GJR-GARCH Analyses on Closed-end Funds