Pimco MBS Active Exch TRD FD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.65% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1219 | 9.18 | |
| 0.0276 | 6.20 | |
| 0.9990 | 627.12 | |
| 9.3466 | 1.30 |
Estimation Period:
Sep 23, 2024 to Feb 13, 2026
Sep 23, 2024 to Feb 13, 2026
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