PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.68% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 11.07 | |
| 0.0665 | 46.52 | |
| 0.9978 | 4,535.52 | |
| 3.0462 | 160.55 |
Estimation Period:
Dec 12, 2019 to Feb 6, 2026
Dec 12, 2019 to Feb 6, 2026
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