Pimco Corp & Incm Oppty Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.08% (+4.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0348 | 2.27 | |
| 0.4118 | 3.65 | |
| 0.5353 | 6.89 | |
| 0.1396 | 0.58 | |
| -0.1802 | -0.40 | |
| -0.0903 | -0.24 | |
| 0.2829 | 1.15 | |
| -0.3116 | -1.70 | |
| 0.2726 | 1.76 | |
| -0.0305 | -0.20 | |
| -0.3007 | -1.82 | |
| 0.3378 | 2.47 |
Estimation Period:
Dec 26, 2002 to Feb 6, 2026
Dec 26, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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