Pimco Senior Loan Active Exchange-Traded Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.40% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0650 | -8.74 | |
| 0.0303 | 4.12 | |
| 0.9768 | 183.95 | |
| -0.0954 | -12.69 |
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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