PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.63% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0652 | 14.12 | |
| 0.1252 | 22.55 | |
| 0.8069 | 118.86 | |
| 0.3944 | 12.29 |
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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