Pimco MBS Active Exch TRD FD Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:3.99% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 8.28 | |
| 0.3029 | 6.86 | |
| 0.6723 | 26.44 | |
| -0.1635 | -2.97 |
Estimation Period:
Sep 23, 2024 to Feb 13, 2026
Sep 23, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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