PIMCO Enhanced Short Maturity Active ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.89% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0243 | 5.99 | |
| 0.1117 | 3.03 | |
| 0.8396 | 21.04 | |
| -0.0254 | -3.06 | |
| 0.1125 | 6.15 |
Estimation Period:
Nov 17, 2009 to Feb 6, 2026
Nov 17, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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