Western Asset Premier Bond Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.42% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 19.51 | |
| 0.1221 | 15.76 | |
| 0.8158 | 212.12 | |
| 0.1031 | 5.36 |
Estimation Period:
Mar 27, 2002 to Feb 6, 2026
Mar 27, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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