Pimco Dynamic Income ST Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.50% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6474 | 3.17 | |
| 0.1719 | 3.99 | |
| 0.6966 | 12.55 | |
| 3.7928 | 1.39 | |
| -5.3799 | -1.28 | |
| -0.3875 | -0.15 | |
| 5.0274 | 2.29 | |
| -5.1069 | -2.16 | |
| 2.2376 | 1.08 | |
| -1.2920 | -0.55 | |
| 5.6874 | 1.46 | |
| -8.7024 | -1.47 | |
| 5.1944 | 1.03 |
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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