PIMCO RAFI ESG US ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.64% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0759 | 12.13 | |
| 0.1058 | 15.96 | |
| 0.9657 | 348.11 | |
| 8.5013 | 3.09 |
Estimation Period:
Dec 20, 2019 to Feb 6, 2026
Dec 20, 2019 to Feb 6, 2026
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