Pimco Preferred And Capital Securities Active ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.79% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3249 | 6.48 | |
| 0.2723 | 2.87 | |
| 0.4260 | 3.29 | |
| 0.1674 | 1.47 |
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 Spline-GARCH Analyses on ETFs