PCM Fund Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.68% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2031 | 6.74 | |
| 0.1718 | 8.26 | |
| 0.7581 | 30.16 | |
| -0.0099 | -0.25 | |
| 0.0564 | 0.84 | |
| -0.0965 | -1.43 | |
| 0.1614 | 2.13 | |
| -0.2938 | -5.01 | |
| 0.3265 | 6.82 | |
| -0.1852 | -3.50 | |
| 0.0530 | 0.95 | |
| -0.0261 | -0.58 |
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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