Pimco Income Opportunity Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4355 | 3.40 | |
| 0.2396 | 7.38 | |
| 0.7095 | 15.81 | |
| -2.5402 | -6.37 | |
| 3.6805 | 5.85 | |
| -1.6683 | -3.41 | |
| 0.7879 | 1.47 | |
| -0.2975 | -0.51 | |
| -0.1078 | -0.19 | |
| 0.1992 | 0.40 | |
| 0.2789 | 0.63 | |
| -0.5925 | -1.99 |
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
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