Pacer US Small Cap Cash Cows ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.63% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3621 | 5.41 | |
| 0.0794 | 15.14 | |
| 0.9790 | 192.23 | |
| 7.4216 | 3.05 |
Estimation Period:
Jun 19, 2017 to Feb 6, 2026
Jun 19, 2017 to Feb 6, 2026
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