Pimco Monthly Income FD AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.80% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 8.07 | |
| 0.1798 | 19.30 | |
| 0.8127 | 118.83 | |
| -0.0529 | -5.03 |
Estimation Period:
Oct 2, 2017 to Feb 6, 2026
Oct 2, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pimco Monthly Income FD Analyses
Other AGARCH Analyses on ETFs