Pacer Lunt Large Cap Alternator ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.19% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4095 | 4.53 | |
| 0.1746 | 4.17 | |
| 0.7435 | 17.04 | |
| 1.0481 | 1.19 | |
| -0.8625 | -0.60 | |
| -1.4798 | -1.54 | |
| 3.3364 | 4.06 | |
| -4.4627 | -2.99 |
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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