Pimco High Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.59% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1073 | 12.69 | |
| 0.1841 | 9.93 | |
| 0.6838 | 95.45 | |
| 0.2125 | 6.01 |
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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