Pimco Income Strategy Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.05% (+6.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6344 | 3.93 | |
| 0.2553 | 6.01 | |
| 0.6857 | 17.19 | |
| -0.1263 | -0.59 | |
| 0.4985 | 1.56 | |
| -0.9191 | -4.28 | |
| 0.8063 | 3.93 | |
| -0.3237 | -1.84 | |
| 0.1039 | 0.56 | |
| -0.0149 | -0.08 | |
| 0.0293 | 0.14 | |
| -0.2412 | -0.99 | |
| 0.2976 | 1.44 |
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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