Pimco Senior Loan Active Exchange-Traded Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.93% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3205 | 6.49 | |
| 0.1213 | 43.14 | |
| 0.9973 | 2,563.77 | |
| 3.2983 | 35.20 |
Estimation Period:
Jun 9, 2022 to Feb 13, 2026
Jun 9, 2022 to Feb 13, 2026
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