PCM Fund Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.59% (+3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 19.87 | |
| 0.1367 | 32.82 | |
| 0.8413 | 188.84 | |
| 0.1963 | 9.18 |
Estimation Period:
Aug 27, 1993 to Feb 6, 2026
Aug 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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