Pimco Senior Loan Active Exchange-Traded Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.43% (+5.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 10.85 | |
| 0.3553 | 10.90 | |
| 0.4464 | 15.04 | |
| 0.0740 | 12.89 |
Estimation Period:
Jun 9, 2022 to Feb 6, 2026
Jun 9, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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