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V-Lab

Pimco Dynamic Income ST Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:63.53% (-0.55%)
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 SGARCH
paramt-stat
ω0.62423.38
α0.17803.96
β0.66099.37
γ13.77281.41
γ2-5.4204-1.31
γ3-0.3062-0.12
γ45.02582.44
γ5-5.2189-2.38
γ62.63561.37
γ7-2.3491-1.11
γ88.08972.45
γ9-14.4611-3.00
γ1019.98763.57
Estimation Period:
Jan 30, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts