PIMCO RAFI Dynamic Multi-Factor International Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.06% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0030 | -0.88 | |
| 0.1927 | 18.36 | |
| 0.9602 | 364.28 | |
| -0.1324 | -15.32 |
Estimation Period:
Sep 6, 2017 to Feb 6, 2026
Sep 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PIMCO RAFI Dynamic Multi-Factor International Equity ETF Analyses
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