Pimco Income Opportunity Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 16.36 | |
| 0.1733 | 11.52 | |
| 0.7682 | 113.08 | |
| 0.0951 | 3.36 |
Estimation Period:
Nov 29, 2007 to Dec 10, 2021
Nov 29, 2007 to Dec 10, 2021
News Impact Curve
Volatility Forecasts
Other Pimco Income Opportunity Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds