Pimco Dynamic Income ST Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:63.53% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6242 | 3.38 | |
| 0.1780 | 3.96 | |
| 0.6609 | 9.37 | |
| 3.7728 | 1.41 | |
| -5.4204 | -1.31 | |
| -0.3062 | -0.12 | |
| 5.0258 | 2.44 | |
| -5.2189 | -2.38 | |
| 2.6356 | 1.37 | |
| -2.3491 | -1.11 | |
| 8.0897 | 2.45 | |
| -14.4611 | -3.00 | |
| 19.9876 | 3.57 |
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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