Western Asset Premier Bond Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.35% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0692 | 2.56 | |
| 0.1649 | 9.75 | |
| 0.7960 | 45.28 | |
| 0.1335 | 2.66 | |
| -0.2122 | -3.20 | |
| 0.1058 | 3.08 | |
| 0.0130 | 0.39 | |
| -0.1313 | -2.77 |
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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