PCM Fund Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.28% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3335 | 9.12 | |
| 0.1166 | 35.67 | |
| 0.9719 | 307.84 | |
| 5.2288 | 11.33 |
Estimation Period:
Aug 27, 1993 to Feb 6, 2026
Aug 27, 1993 to Feb 6, 2026
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