PIMCO RAFI Dynamic Multi-Factor International Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.84% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7456 | 6.71 | |
| 0.1246 | 5.06 | |
| 0.8328 | 29.47 | |
| -0.0081 | -2.28 |
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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