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V-Lab

PIMCO Corporate & Income Strategy Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.79% (-0.04%)
Analysis last updated: Friday, February 6, 2026 at 11:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PIMCO Corporate & Income Strategy Fund S0GARCH
paramt-stat
ω0.47864.22
α0.32056.47
β0.616215.04
γ1-0.3169-3.03
γ20.48012.68
γ3-0.2628-1.55
γ40.07300.50
γ50.09490.79
γ6-0.1037-0.80
γ70.10860.90
γ8-0.2333-2.41
γ90.25873.81
Estimation Period:
Dec 19, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts