Western Asset Diversd Incm GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.10% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0572 | 12.90 | |
| 0.1715 | 11.08 | |
| 0.6857 | 39.74 | |
| 0.1580 | 3.70 |
Estimation Period:
Jun 25, 2021 to Feb 6, 2026
Jun 25, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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