PIMCO Strategic Income Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.96% (+3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1547 | 29.45 | |
| 0.1602 | 14.79 | |
| 0.6963 | 109.74 | |
| 0.1201 | 6.53 |
Estimation Period:
Oct 27, 1994 to Feb 6, 2026
Oct 27, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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