PCM Fund Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.26% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 20.21 | |
| 0.1505 | 32.98 | |
| 0.8255 | 180.55 |
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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