Pimco Preferred And Capital Securities Active ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.93% (+9.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 15.98 | |
| 0.3097 | 13.98 | |
| 0.5174 | 23.13 | |
| 0.0233 | 2.95 |
Estimation Period:
Jan 19, 2023 to Feb 6, 2026
Jan 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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