PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.90% (+3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1650 | 15.79 | |
| 0.1180 | 14.75 | |
| 0.9322 | 182.75 | |
| 9.2382 | 2.45 |
Estimation Period:
Sep 6, 2017 to Feb 6, 2026
Sep 6, 2017 to Feb 6, 2026
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