Pimco Income Strategy Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.22% (+6.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6121 | 3.80 | |
| 0.2566 | 5.89 | |
| 0.6838 | 16.93 | |
| -0.1631 | -0.76 | |
| 0.5581 | 1.75 | |
| -0.9635 | -4.52 | |
| 0.8475 | 4.16 | |
| -0.3602 | -2.06 | |
| 0.1374 | 0.75 | |
| -0.0506 | -0.27 | |
| 0.0774 | 0.35 | |
| -0.3241 | -1.12 | |
| 0.4765 | 1.35 |
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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