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V-Lab

Pimco Corp & Incm Oppty Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.60% (+4.47%)
Analysis last updated: Thursday, February 12, 2026 at 10:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pimco Corp & Incm Oppty Fund SGARCH
paramt-stat
ω1.05142.25
α0.41243.68
β0.53576.94
γ10.14500.60
γ2-0.1861-0.41
γ3-0.0934-0.25
γ40.29151.18
γ5-0.3199-1.75
γ60.27511.77
γ7-0.0219-0.14
γ8-0.3300-1.98
γ90.42102.46
Estimation Period:
Dec 26, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts