Pimco Managed Core Bond Pool GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.02% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 7.17 | |
| 0.0580 | 10.44 | |
| 0.9287 | 147.24 |
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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