Pimco Income Opportunity Fund Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4180 | 3.68 | |
| 0.2527 | 7.68 | |
| 0.6878 | 16.72 | |
| -2.6105 | -6.80 | |
| 3.7890 | 6.28 | |
| -1.7327 | -3.69 | |
| 0.8397 | 1.64 | |
| -0.3556 | -0.64 | |
| -0.0068 | -0.01 | |
| -0.0237 | -0.05 | |
| 0.8069 | 1.82 | |
| -2.0542 | -2.72 |
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 Spline-GARCH Analyses on Closed-end Funds