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V-Lab

Pimco Income Strategy Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.22% (+6.37%)
Analysis last updated: Thursday, February 12, 2026 at 10:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pimco Income Strategy Fund SGARCH
paramt-stat
ω0.61213.80
α0.25665.89
β0.683816.93
γ1-0.1631-0.76
γ20.55811.75
γ3-0.9635-4.52
γ40.84754.16
γ5-0.3602-2.06
γ60.13740.75
γ7-0.0506-0.27
γ80.07740.35
γ9-0.3241-1.12
γ100.47651.35
Estimation Period:
Oct 9, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts