PIMCO Corporate & Income Strategy Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.79% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4786 | 4.22 | |
| 0.3205 | 6.47 | |
| 0.6162 | 15.04 | |
| -0.3169 | -3.03 | |
| 0.4801 | 2.68 | |
| -0.2628 | -1.55 | |
| 0.0730 | 0.50 | |
| 0.0949 | 0.79 | |
| -0.1037 | -0.80 | |
| 0.1086 | 0.90 | |
| -0.2333 | -2.41 | |
| 0.2587 | 3.81 |
Estimation Period:
Dec 19, 2001 to Feb 6, 2026
Dec 19, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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