Pimco Dynamic Income ST Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.12% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0901 | 9.35 | |
| 0.1550 | 4.27 | |
| 0.8394 | 67.64 | |
| 0.0113 | 0.18 |
Estimation Period:
Jan 30, 2019 to Feb 6, 2026
Jan 30, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pimco Dynamic Income ST Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds