Pimco Corp & Incm Oppty Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.60% (+4.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0514 | 2.25 | |
| 0.4124 | 3.68 | |
| 0.5357 | 6.94 | |
| 0.1450 | 0.60 | |
| -0.1861 | -0.41 | |
| -0.0934 | -0.25 | |
| 0.2915 | 1.18 | |
| -0.3199 | -1.75 | |
| 0.2751 | 1.77 | |
| -0.0219 | -0.14 | |
| -0.3300 | -1.98 | |
| 0.4210 | 2.46 |
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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