Pimco MBS Active Exch TRD FD GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:3.72% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 1.36 | |
| 0.0259 | 4.50 | |
| 0.9689 | 123.62 |
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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