Western Asset Diversd Incm Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.86% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5236 | 3.45 | |
| 0.2777 | 2.05 | |
| 0.5104 | 3.28 | |
| -1.3315 | -3.93 | |
| 1.6796 | 3.66 | |
| -0.3534 | -1.75 |
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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