Pimco NY MUN Income Fund II GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.78% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7840 | 7.90 | |
| 0.0974 | 29.66 | |
| 0.9734 | 302.39 | |
| 5.3268 | 7.87 |
Estimation Period:
Jun 26, 2002 to Feb 13, 2026
Jun 26, 2002 to Feb 13, 2026
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