PIMCO RAFI ESG US ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.04% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0489 | 4.79 | |
| 0.1098 | 4.10 | |
| 0.8581 | 27.91 | |
| 0.0128 | 1.42 |
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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