PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.43% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 20.51 | |
| 0.1154 | 12.06 | |
| 0.8623 | 120.37 | |
| 0.7207 | 8.64 | |
| 1.2319 | 26.17 |
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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