Pacer Lunt Large Cap Alternator ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.74% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 16.53 | |
| 0.1124 | 9.50 | |
| 0.8183 | 100.64 | |
| 0.0922 | 5.76 |
Estimation Period:
Jun 25, 2020 to Feb 13, 2026
Jun 25, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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