Western Asset Corporate Loan Fund Inc GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6340 | 6.63 | |
| 0.1320 | 32.79 | |
| 0.9727 | 235.34 | |
| 4.8357 | 11.63 |
Estimation Period:
Nov 20, 1998 to Nov 20, 2020
Nov 20, 1998 to Nov 20, 2020
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