PIMCO 1-5 Year US TIPS Index ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.78% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 18.59 | |
| 0.0956 | 29.66 | |
| 0.8855 | 268.67 |
Estimation Period:
Aug 26, 2009 to Feb 6, 2026
Aug 26, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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