PCM Fund Inc APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.28% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0417 | 20.48 | |
| 0.1367 | 27.66 | |
| 0.8466 | 207.75 | |
| 0.1555 | 9.36 | |
| 1.8022 | 25.39 |
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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