Pimco Managed Core Bond Pool MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.08% (-8.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.7347 | 7,346,980.00 | |
| 0.0153 | 153,020.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.3569 | 62.52 | |
| 0.8023 | 147.84 | |
| 0.0000 | 0.00 |
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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