Pimco CA Municipal Income FD MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.68% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1504 | 26.13 | |
| 0.7117 | 79.44 | |
| 0.0855 | 10.06 | |
| 0.0045 | 6.38 | |
| 0.0215 | 7.05 | |
| 0.9731 | 251.13 |
Estimation Period:
Jun 27, 2001 to Feb 6, 2026
Jun 27, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pimco CA Municipal Income FD Analyses
Other MF2-GARCH Analyses on Closed-end Funds