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V-Lab

Pimco Dynamic Income ST Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.50% (-1.31%)
Analysis last updated: Monday, February 9, 2026 at 10:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Pimco Dynamic Income ST Fund S0GARCH
paramt-stat
ω0.64743.17
α0.17193.99
β0.696612.55
γ13.79281.39
γ2-5.3799-1.28
γ3-0.3875-0.15
γ45.02742.29
γ5-5.1069-2.16
γ62.23761.08
γ7-1.2920-0.55
γ85.68741.46
γ9-8.7024-1.47
γ105.19441.03
Estimation Period:
Jan 30, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts