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{type} for {date}

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	param	t-stat
$m$	71
$α$	0.0000	0.00
$β$	0.0000	0.00
$γ$	0.1456	0.85
$λ_{1}$	0.0402	0.09
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.2111	0.03

V-Lab

Pimco MBS Active Exch TRD FD MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.45% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pimco MBS Active Exch TRD FD Analyses