Pimco Mnthly Enhcd Incm Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.05% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1082 | 9.87 | |
| 0.2527 | 4.12 | |
| 0.4780 | 12.71 | |
| 0.0774 | 0.88 |
Estimation Period:
Dec 23, 2024 to Feb 13, 2026
Dec 23, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Pimco Mnthly Enhcd Incm Fund Analyses
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