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	param	t-stat
$ω$	-0.0342	-0.01
$α$	-0.0948	-0.01
$β$	0.9851	104.61
$γ$	-0.0635	-0.01

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Pimco MBS Active Exch TRD FD EGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.53% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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