Pimco Preferred And Capital Securities Active ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.77% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0799 | 9.26 | |
| 0.1653 | 12.10 | |
| 0.8934 | 84.31 | |
| 5.7074 | 3.55 |
Estimation Period:
Jan 19, 2023 to Feb 13, 2026
Jan 19, 2023 to Feb 13, 2026
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