PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.59% (+3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8167 | 8.64 | |
| 0.1343 | 4.97 | |
| 0.7853 | 21.53 | |
| -0.0194 | -1.45 |
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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