Pimco Preferred And Capital Securities Active ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.13% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0305 | 4.36 | |
| 0.4910 | 13.17 | |
| 0.1352 | 5.92 | |
| 0.0005 | 0.40 | |
| 0.0000 | 0.00 | |
| 0.9896 | 89.84 |
Estimation Period:
Jan 19, 2023 to Feb 6, 2026
Jan 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pimco Preferred And Capital Securities Active ETF Analyses
Other MF2-GARCH Analyses on ETFs