PIMCO RAFI Dynamic Multi-Factor International Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.63% (+3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6436 | 6.05 | |
| 0.1285 | 4.81 | |
| 0.8191 | 26.18 | |
| -0.0308 | -2.09 |
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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