PIMCO Corporate & Income Strategy Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.41% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0854 | 26.19 | |
| 0.1886 | 18.25 | |
| 0.6755 | 92.68 | |
| 0.2076 | 9.50 |
Estimation Period:
Dec 19, 2001 to Feb 13, 2026
Dec 19, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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