Western Asset Corporate Loan Fund Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0151 | -7.02 | |
| 0.3310 | 37.49 | |
| 0.9496 | 372.11 | |
| -0.0664 | -8.91 |
Estimation Period:
Nov 20, 1998 to Nov 20, 2020
Nov 20, 1998 to Nov 20, 2020
News Impact Curve
Volatility Forecasts
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