Pimco Corp & Incm Oppty Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.16% (+4.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1243 | 14.02 | |
| 0.1813 | 12.77 | |
| 0.6211 | 67.37 | |
| 0.3570 | 12.92 |
Estimation Period:
Dec 26, 2002 to Feb 6, 2026
Dec 26, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pimco Corp & Incm Oppty Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds