Pimco Managed Core Bond Pool EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.41% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0147 | -4.37 | |
| 0.1078 | 7.68 | |
| 0.9859 | 349.74 | |
| 0.0213 | 2.06 |
Estimation Period:
Feb 18, 2020 to Feb 6, 2026
Feb 18, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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