Pimco CA Municipal Income FD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.05% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 23.74 | |
| 0.1396 | 21.83 | |
| 0.7990 | 170.37 | |
| 0.0558 | 4.64 |
Estimation Period:
Jun 27, 2001 to Feb 6, 2026
Jun 27, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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