Pimco Dynamic Income Fund GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.45% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1025 | 13.17 | |
| 0.3906 | 16.72 | |
| 0.5520 | 29.12 |
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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