PIMCO Multisector Bond Active ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.25% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 3.82 | |
| 0.0222 | 4.17 | |
| 0.9527 | 139.61 | |
| 0.0228 | 2.46 |
Estimation Period:
Jun 22, 2023 to Feb 6, 2026
Jun 22, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PIMCO Multisector Bond Active ETF Analyses
Other GJR-GARCH Analyses on ETFs