PIMCO Broad U.S. TIPS Index Exchange-Traded Fund GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.37% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 15.79 | |
| 0.0719 | 22.54 | |
| 0.9053 | 264.09 |
Estimation Period:
Sep 14, 2009 to Feb 6, 2026
Sep 14, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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