Pimco Income Strategy Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.90% (+8.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 20.16 | |
| 0.1868 | 16.44 | |
| 0.7315 | 118.30 | |
| 0.1634 | 8.35 |
Estimation Period:
Oct 9, 2003 to Feb 6, 2026
Oct 9, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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