PIMCO Enhanced Short Maturity Active ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.54% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 5.61 | |
| 0.0831 | 46.03 | |
| 0.9925 | 862.34 | |
| 4.8301 | 15.15 |
Estimation Period:
Nov 17, 2009 to Feb 6, 2026
Nov 17, 2009 to Feb 6, 2026
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