Pimco Senior Loan Active Exchange-Traded Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.68% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6470 | 4.22 | |
| 0.3400 | 1.91 | |
| 0.2248 | 1.47 | |
| 0.9556 | 4.46 | |
| -1.1234 | -4.16 |
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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