Pimco High Income Fund AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.72% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1050 | 10.63 | |
| 0.2857 | 21.78 | |
| 0.6774 | 73.70 | |
| 0.2503 | 8.71 |
Estimation Period:
Apr 25, 2003 to Feb 13, 2026
Apr 25, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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