Pimco Managed Core Bond Pool GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.74% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 5.89 | |
| 0.1052 | 9.79 | |
| 0.9290 | 110.71 | |
| -0.0864 | -8.31 |
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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