PIMCO US Stocks PLUS Active Bond ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.01%
decreased by 0.66%
1 Week
16.84%
decreased by 0.83%
1 Month
16.39%
decreased by 1.28%
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 | |
|---|---|---|
| 0.0799 | 1.91 | |
| 0.0000 | 0.00 | |
| 0.8630 | 19.91 | |
| 0.1123 | 2.02 |
Estimation Period:
Jan 19, 2026 to Jun 12, 2026
Jan 19, 2026 to Jun 12, 2026
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