PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.85% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8122 | 5.08 | |
| 0.1661 | 6.09 | |
| 0.7965 | 27.80 | |
| -0.0053 | -1.27 |
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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