Pimco Income Strategy Fund II GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.66% (+5.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 12.56 | |
| 0.1015 | 17.06 | |
| 0.8250 | 164.25 | |
| 0.1118 | 7.63 |
Estimation Period:
Oct 27, 2004 to Feb 6, 2026
Oct 27, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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