Pimco Comdty Stgy Active ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.92% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1588 | 5.62 | |
| 0.1002 | 5.41 | |
| 0.6181 | 10.01 |
Estimation Period:
May 10, 2023 to Feb 6, 2026
May 10, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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