PIMCO US Stocks PLUS Active Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.56%
unchanged at 0.00%
1 Week
15.56%
unchanged at 0.00%
1 Month
15.56%
unchanged at 0.00%
Analysis last updated: Saturday, June 13, 2026 at 02:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9602 | 0.50 | |
| 0.0000 | 0.00 | |
| 0.8572 | 0.66 | |
| 6.8665 | 0.13 |
Estimation Period:
Jan 19, 2026 to Jun 12, 2026
Jan 19, 2026 to Jun 12, 2026
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