Pimco Corp & Incm Oppty Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.47% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8283 | 5.75 | |
| 0.1702 | 87.56 | |
| 0.9884 | 507.12 | |
| 3.6976 | 47.78 |
Estimation Period:
Dec 26, 2002 to Feb 6, 2026
Dec 26, 2002 to Feb 6, 2026
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