Pacer US Small C C C G L ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.86% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2880 | 6.55 | |
| 0.0619 | 3.68 | |
| 0.7237 | 21.40 | |
| 0.0407 | 0.82 |
Estimation Period:
May 2, 2023 to Feb 13, 2026
May 2, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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