Pacer BlueStar Engineering the Future ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.03% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0766 | 5.57 | |
| 0.0255 | 4.51 | |
| 0.9205 | 133.60 | |
| 0.0566 | 2.65 |
Estimation Period:
May 5, 2022 to Feb 13, 2026
May 5, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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