Pimco Senior Loan Active Exchange-Traded Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.58% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 10.67 | |
| 0.3387 | 9.08 | |
| 0.5063 | 15.21 |
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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