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{type} for {date}

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	param	t-stat
$ω$	0.9990	7.01
$α$	0.0000	0.00
$β$	0.9950	4.69
$γ_{1}$	-3.2600	-0.44
$γ_{2}$	4.7218	0.58

V-Lab

Pimco MBS Active Exch TRD FD Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.52% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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