PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.93% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7396 | 7,396,090.00 | |
| 0.0104 | 103,910.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0675 | 59.70 | |
| 0.3397 | 2,392.51 | |
| 0.0112 | 7.55 |
Estimation Period:
Sep 21, 2010 to Feb 6, 2026
Sep 21, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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