Pimco Income Strategy Fund II GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.86% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1763 | 5.76 | |
| 0.1430 | 50.13 | |
| 0.9827 | 337.25 | |
| 4.3224 | 21.04 |
Estimation Period:
Oct 27, 2004 to Feb 6, 2026
Oct 27, 2004 to Feb 6, 2026
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