Pimco Monthly Income FD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.19% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0783 | 5.41 | |
| 0.1176 | 42.39 | |
| 0.9880 | 463.61 | |
| 4.3095 | 19.44 |
Estimation Period:
Oct 2, 2017 to Feb 13, 2026
Oct 2, 2017 to Feb 13, 2026
Other Pimco Monthly Income FD Analyses
Other GAS-GARCH Student T Analyses on ETFs