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	param	t-stat
$ω$	0.0003	0.50
$α$	0.0000	0.00
$β$	0.9793	73.90
$γ$	0.0342	0.93

V-Lab

Pimco MBS Active Exch TRD FD GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.34% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pimco MBS Active Exch TRD FD Analyses