PCM Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.51% (+2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1951 | 7.03 | |
| 0.1717 | 8.01 | |
| 0.7473 | 26.03 | |
| -0.0129 | -0.33 | |
| 0.0672 | 1.04 | |
| -0.1130 | -1.78 | |
| 0.1799 | 2.49 | |
| -0.3164 | -5.59 | |
| 0.3604 | 7.92 | |
| -0.2477 | -4.97 | |
| 0.1865 | 3.39 | |
| -0.3574 | -5.70 |
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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