PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.58% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 3.31 | |
| 0.2158 | 21.95 | |
| 0.9467 | 276.72 | |
| -0.0828 | -8.60 |
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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