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	param	t-stat
$ω$	0.0354	17.24
$α$	0.0350	3.31
$β$	0.8316	112.50
$γ$	0.2101	14.43

V-Lab

PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:11.85% (+1.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF Analyses