PIMCO RAFI ESG US ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.08% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 7.39 | |
| 0.0255 | 2.31 | |
| 0.8927 | 215.22 | |
| 0.1301 | 6.76 |
Estimation Period:
Dec 20, 2019 to Feb 6, 2026
Dec 20, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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