Pimco NY MUN Income Fund II Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.33% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8054 | 7.75 | |
| 0.0984 | 6.79 | |
| 0.8761 | 56.54 | |
| -0.0021 | -1.50 |
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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