PIMCO RAFI Dynamic Multi-Factor International Equity ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.60% (+3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 14.97 | |
| 0.1196 | 19.74 | |
| 0.8469 | 126.09 |
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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