TCW Strategic Income Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.53% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5898 | 6.83 | |
| 0.1729 | 9.58 | |
| 0.7404 | 24.76 | |
| 0.0408 | 1.02 | |
| -0.0667 | -1.09 | |
| 0.1151 | 2.41 | |
| -0.2315 | -5.01 | |
| 0.2565 | 5.14 | |
| -0.1972 | -3.00 | |
| 0.1072 | 1.62 | |
| 0.0254 | 0.47 | |
| -0.0932 | -1.92 | |
| 0.0140 | 0.23 |
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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