PIMCO Global StocksPLUS & Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.64% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1722 | 15.11 | |
| 0.1898 | 14.22 | |
| 0.6923 | 106.52 | |
| 0.1869 | 6.40 |
Estimation Period:
May 26, 2005 to Feb 13, 2026
May 26, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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