PIMCO RAFI ESG US ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.29% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7641 | 76.71 | |
| 0.2252 | 25.26 | |
| 0.0188 | 2.76 | |
| 0.0683 | 5.23 | |
| 0.9093 | 64.45 |
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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