Skip to main content
V-Lab

Pimco High Income Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.65% (-0.53%)
Analysis last updated: Friday, February 13, 2026 at 11:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pimco High Income Fund SGARCH
paramt-stat
ω0.55813.36
α0.30307.55
β0.626017.00
γ1-0.0366-0.22
γ20.41221.66
γ3-0.9550-5.46
γ40.86365.07
γ5-0.1821-0.84
γ6-0.2954-0.97
γ70.25400.91
γ8-0.1149-0.53
γ90.08950.25
γ10-0.0531-0.13
Estimation Period:
Apr 25, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts