Pimco High Income Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.65% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5581 | 3.36 | |
| 0.3030 | 7.55 | |
| 0.6260 | 17.00 | |
| -0.0366 | -0.22 | |
| 0.4122 | 1.66 | |
| -0.9550 | -5.46 | |
| 0.8636 | 5.07 | |
| -0.1821 | -0.84 | |
| -0.2954 | -0.97 | |
| 0.2540 | 0.91 | |
| -0.1149 | -0.53 | |
| 0.0895 | 0.25 | |
| -0.0531 | -0.13 |
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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