PIMCO US Stocks PLUS Active Bond ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
16.67%
increased by 0.68%
1 Week
15.11%
decreased by 0.88%
1 Month
14.66%
decreased by 1.33%
Analysis last updated: Tuesday, June 9, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1321 | -3.39 | |
| -0.4586 | -10.11 | |
| 0.2613 | 5.12 | |
| -0.3685 | -7.63 |
Estimation Period:
Jan 19, 2026 to Jun 5, 2026
Jan 19, 2026 to Jun 5, 2026
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