Pimco Municipal Income Fund II GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.79% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 29.81 | |
| 0.1443 | 14.98 | |
| 0.7643 | 152.92 | |
| 0.1099 | 6.63 |
Estimation Period:
Jun 26, 2002 to Feb 13, 2026
Jun 26, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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