Pimco Municipal Income Fund II Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.19% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9347 | 4.68 | |
| 0.2075 | 8.29 | |
| 0.7570 | 34.11 | |
| 0.0007 | 0.56 |
Estimation Period:
Jun 26, 2002 to Feb 6, 2026
Jun 26, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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