PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.84% (+10.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 0.40 | |
| 0.1349 | 18.80 | |
| 0.8301 | 117.19 | |
| 0.5738 | 15.83 |
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 U.S. Equity ETF Analyses
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