Pimco MBS Active Exch TRD FD AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.27% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0006 | -2.09 | |
| 0.0012 | 0.36 | |
| 1.0000 | 192.79 | |
| 0.3874 | 45.84 |
Estimation Period:
Sep 23, 2024 to Feb 6, 2026
Sep 23, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pimco MBS Active Exch TRD FD Analyses
Other AGARCH Analyses on ETFs