Pimco NY MUN Income Fund II GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.03% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 22.22 | |
| 0.0755 | 16.19 | |
| 0.8797 | 236.55 | |
| 0.0383 | 4.50 |
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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