Pimco Dynamic Income Fund AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.28% (-2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0891 | 23.10 | |
| 0.4050 | 19.49 | |
| 0.5266 | 37.11 | |
| 0.3237 | 24.32 |
Estimation Period:
May 28, 2012 to Feb 6, 2026
May 28, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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