Pimco Comdty Stgy Active ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.13% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0564 | 8.65 | |
| 0.0993 | 1.28 | |
| 0.6056 | 2.31 | |
| 0.0496 | 0.47 |
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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