Pimco CA Municipal Income FD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.04% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9419 | 6.22 | |
| 0.1721 | 9.17 | |
| 0.7741 | 35.60 | |
| 0.1168 | 3.31 | |
| -0.1752 | -3.23 | |
| 0.0438 | 1.15 | |
| 0.0653 | 1.72 | |
| -0.0969 | -2.41 | |
| 0.0653 | 2.31 |
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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