Western Asset Corporate Loan Fund Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0216 | 5.17 | |
| 0.1776 | 7.60 | |
| 0.7944 | 31.29 | |
| 0.0071 | 1.45 | |
| -0.0236 | -2.22 |
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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