Pimco Managed Core Bond Pool GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.54% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3790 | 8.67 | |
| 0.0655 | 32.36 | |
| 0.9940 | 1,248.76 | |
| 4.6573 | 20.78 |
Estimation Period:
Feb 18, 2020 to Feb 6, 2026
Feb 18, 2020 to Feb 6, 2026
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