Pacer US Small Cap Cash Cows ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.57% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 8.01 | |
| 0.0071 | 2.79 | |
| 0.9230 | 301.25 | |
| 0.1036 | 10.85 |
Estimation Period:
Jun 19, 2017 to Feb 13, 2026
Jun 19, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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