PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.76% (+3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0831 | 15.63 | |
| 0.1320 | 21.21 | |
| 0.7989 | 101.94 |
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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