Pimco Dynamic Income ST Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.42% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0787 | 12.30 | |
| 0.2698 | 15.89 | |
| 0.9518 | 238.44 | |
| -0.0706 | -2.93 |
Estimation Period:
Jan 30, 2019 to Feb 6, 2026
Jan 30, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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