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Pimco Income Opportunity Fund Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 10, 2021 at 11:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pimco Income Opportunity Fund SGARCH
paramt-stat
ω0.41803.68
α0.25277.68
β0.687816.72
γ1-2.6105-6.80
γ23.78906.28
γ3-1.7327-3.69
γ40.83971.64
γ5-0.3556-0.64
γ6-0.0068-0.01
γ7-0.0237-0.05
γ80.80691.82
γ9-2.0542-2.72
Estimation Period:
Nov 29, 2007 to Dec 10, 2021
Impact of return on volatility tomorrow
Volatility Forecasts