Pimco Income Strategy Fund II Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.29% (+4.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6191 | 5.39 | |
| 0.1764 | 8.26 | |
| 0.7571 | 24.66 | |
| 0.5259 | 5.00 | |
| -0.9476 | -5.17 | |
| 0.5325 | 3.61 | |
| -0.0862 | -0.76 | |
| -0.0727 | -0.62 | |
| 0.2119 | 1.52 | |
| -0.3496 | -2.11 | |
| 0.2814 | 1.66 |
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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