PIMCO RAFI ESG US ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.30% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 1.16 | |
| 0.1237 | 15.53 | |
| 0.9873 | 209.71 | |
| -0.1041 | -6.86 |
Estimation Period:
Dec 20, 2019 to Feb 13, 2026
Dec 20, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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