Pimco Dynamic Income Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.80% (+3.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0265 | 5.33 | |
| 0.1982 | 27.02 | |
| 0.9503 | 100.40 | |
| 3.9247 | 14.15 |
Estimation Period:
May 28, 2012 to Feb 6, 2026
May 28, 2012 to Feb 6, 2026
Other Pimco Dynamic Income Fund Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds