Pimco High Income Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.44% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0661 | 11.28 | |
| 0.4231 | 50.72 | |
| 0.9107 | 209.01 | |
| -0.0643 | -3.81 |
Estimation Period:
Apr 25, 2003 to Feb 13, 2026
Apr 25, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Pimco High Income Fund Analyses
Other EGARCH Analyses on Closed-end Funds