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	param	t-stat
$ω$	0.6220	2.50
$α$	0.3802	5.42
$β$	0.5142	8.10
$γ_{1}$	-1.3210	-1.98
$γ_{2}$	1.9816	2.03
$γ_{3}$	-1.0765	-1.58
$γ_{4}$	0.4204	0.77
$γ_{5}$	0.5175	1.04
$γ_{6}$	-1.0167	-1.78
$γ_{7}$	1.0394	1.67
$γ_{8}$	-1.5737	-2.40
$γ_{9}$	2.1397	2.41
$γ_{10}$	-2.5279	-1.47

V-Lab

Pimco Dynamic Income Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:9.41% (-2.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pimco Dynamic Income Fund Analyses