PIMCO RAFI Dynamic Multi-Factor International Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.64% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 1.08 | |
| 0.1138 | 24.35 | |
| 0.8476 | 184.34 | |
| 0.5881 | 20.26 |
Estimation Period:
Sep 6, 2017 to Feb 6, 2026
Sep 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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