Pimco Comdty Stgy Active ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.78% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2153 | 8.57 | |
| 0.0188 | 0.68 | |
| 0.5115 | 9.56 | |
| 0.1796 | 2.78 |
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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