Pimco Dynamic Income Fund EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.28% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0171 | -4.00 | |
| 0.4692 | 29.25 | |
| 0.8512 | 120.04 | |
| -0.1831 | -17.53 |
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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