Pimco Comdty Stgy Active ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.64% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0336 | 11.00 | |
| 0.1007 | 1.30 | |
| 0.6051 | 2.35 | |
| 0.0141 | 0.51 |
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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