PIMCO Strategic Income Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.04% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1544 | 7.85 | |
| 0.2147 | 9.08 | |
| 0.6653 | 21.71 | |
| 0.0300 | 3.45 | |
| -0.0464 | -3.65 | |
| 0.0261 | 3.20 | |
| -0.0112 | -0.85 |
Estimation Period:
Oct 27, 1994 to Feb 6, 2026
Oct 27, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PIMCO Strategic Income Fund Inc Analyses
Other Spline-GARCH Analyses on Closed-end Funds