PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.53% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9209 | 10.12 | |
| 0.1319 | 5.24 | |
| 0.7990 | 24.93 | |
| 0.0002 | 0.09 |
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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