TCW Strategic Income Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.11% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 20.74 | |
| 0.1293 | 18.36 | |
| 0.8184 | 188.91 | |
| 0.1047 | 8.17 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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