PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.33% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0810 | 17.71 | |
| 0.0635 | 8.30 | |
| 0.8111 | 121.41 | |
| 0.1132 | 6.98 |
Estimation Period:
Sep 6, 2017 to Feb 6, 2026
Sep 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF Analyses
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