Western Asset Corporate Loan Fund Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1335 | 22.23 | |
| 0.5626 | 23.42 | |
| 0.1886 | 11.00 | |
| 0.0247 | 2.71 | |
| 0.1736 | 2.74 | |
| 0.7892 | 10.12 |
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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