Pimco Dynamic Income Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.67% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.4682 | 8.63 | |
| 0.7347 | 11.76 | |
| 0.0000 | 0.00 |
Estimation Period:
May 28, 2012 to Feb 6, 2026
May 28, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pimco Dynamic Income Fund Analyses
Other MF2-GARCH Analyses on Closed-end Funds