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	param	t-stat
$ω$	1.1301	4.94
$α$	0.0000	0.00
$β$	0.9680	4.48
$γ_{1}$	-0.8598	-1.66

V-Lab

Pimco MBS Active Exch TRD FD Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.97% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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