Pimco Dynamic Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.77% (+5.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6803 | 2.40 | |
| 0.4363 | 4.00 | |
| 0.4679 | 5.73 | |
| -1.1893 | -2.46 | |
| 1.9034 | 2.67 | |
| -1.3909 | -2.57 | |
| 1.2787 | 2.47 | |
| -0.8608 | -1.99 | |
| 0.5238 | 1.26 | |
| -0.7589 | -1.82 | |
| 0.7550 | 2.04 | |
| -0.2701 | -0.87 |
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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