Pimco Income Strategy Fund II Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.97% (+4.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6121 | 5.36 | |
| 0.1764 | 8.25 | |
| 0.7571 | 24.63 | |
| 0.5138 | 4.89 | |
| -0.9280 | -5.07 | |
| 0.5206 | 3.53 | |
| -0.0806 | -0.71 | |
| -0.0720 | -0.62 | |
| 0.2040 | 1.49 | |
| -0.3305 | -2.05 | |
| 0.2335 | 1.60 |
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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