PIMCO RAFI Dynamic Multi-Factor International Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.37% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0322 | 15.41 | |
| 0.0350 | 4.78 | |
| 0.8498 | 174.93 | |
| 0.1708 | 10.46 |
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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