PIMCO RAFI Dynamic Multi-Factor International Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.51% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.7510 | 65.34 | |
| 0.2221 | 21.37 | |
| 0.0225 | 2.31 | |
| 0.0806 | 3.12 | |
| 0.8962 | 27.53 |
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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