Pimco Preferred And Capital Securities Active ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.63% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2404 | 7.14 | |
| 0.2721 | 2.86 | |
| 0.4232 | 3.26 | |
| 0.0937 | 3.45 |
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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