Pimco Preferred And Capital Securities Active ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.63% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 15.47 | |
| 0.2604 | 8.57 | |
| 0.5375 | 24.14 | |
| 0.0690 | 1.32 |
Estimation Period:
Jan 19, 2023 to Feb 13, 2026
Jan 19, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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