Pimco Monthly Income FD GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.63% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 16.36 | |
| 0.2381 | 9.75 | |
| 0.8083 | 115.09 | |
| -0.1006 | -3.28 |
Estimation Period:
Oct 2, 2017 to Feb 6, 2026
Oct 2, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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