PIMCO Corporate & Income Strategy Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.40% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7971 | 4.58 | |
| 0.3202 | 6.53 | |
| 0.6267 | 15.46 | |
| 0.0017 | 0.12 | |
| -0.0207 | -0.88 | |
| 0.0482 | 2.31 | |
| -0.1023 | -3.71 |
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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