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Pimco Income Opportunity Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 10, 2021 at 11:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pimco Income Opportunity Fund S0GARCH
paramt-stat
ω0.43553.40
α0.23967.38
β0.709515.81
γ1-2.5402-6.37
γ23.68055.85
γ3-1.6683-3.41
γ40.78791.47
γ5-0.2975-0.51
γ6-0.1078-0.19
γ70.19920.40
γ80.27890.63
γ9-0.5925-1.99
Estimation Period:
Nov 29, 2007 to Dec 10, 2021
Impact of return on volatility tomorrow
Volatility Forecasts