Pimco Canadian Core BND Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.42% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1754 | 10.14 | |
| 0.0343 | 8.78 | |
| 0.9990 | 1,228.78 | |
| 6.2380 | 5.10 |
Estimation Period:
Aug 19, 2024 to Feb 6, 2026
Aug 19, 2024 to Feb 6, 2026
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