PCM Fund Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.66% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 11.69 | |
| 0.2392 | 33.98 | |
| 0.9620 | 541.35 | |
| -0.0557 | -7.74 |
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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