PIMCO RAFI Dynamic Multi-Factor International Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.09% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8828 | 7.42 | |
| 0.1037 | 16.12 | |
| 0.9659 | 189.01 | |
| 7.8194 | 2.73 |
Estimation Period:
Sep 6, 2017 to Feb 6, 2026
Sep 6, 2017 to Feb 6, 2026
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