Pimco Comdty Stgy Active ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.04% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5656 | 44.75 | |
| 0.0822 | 6.16 | |
| 0.7475 | 18.90 | |
| 15.2706 | 0.44 |
Estimation Period:
May 10, 2023 to Feb 6, 2026
May 10, 2023 to Feb 6, 2026
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