Western Asset Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.77% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0191 | 2.96 | |
| 0.9680 | 248.65 | |
| 0.0200 | 1.60 |
Estimation Period:
Sep 21, 2023 to Feb 6, 2026
Sep 21, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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