Pimco High Income Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.36% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9136 | 4.81 | |
| 0.1982 | 70.99 | |
| 0.9868 | 372.51 | |
| 4.1134 | 30.32 |
Estimation Period:
Apr 25, 2003 to Feb 13, 2026
Apr 25, 2003 to Feb 13, 2026
Other Pimco High Income Fund Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds