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V-Lab

Pimco Income Strategy Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.05% (+6.47%)
Analysis last updated: Thursday, February 12, 2026 at 10:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pimco Income Strategy Fund S0GARCH
paramt-stat
ω0.63443.93
α0.25536.01
β0.685717.19
γ1-0.1263-0.59
γ20.49851.56
γ3-0.9191-4.28
γ40.80633.93
γ5-0.3237-1.84
γ60.10390.56
γ7-0.0149-0.08
γ80.02930.14
γ9-0.2412-0.99
γ100.29761.44
Estimation Period:
Oct 9, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts