Pacer Developed MKT Cash GRH AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.34% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1490 | 8.79 | |
| 0.1399 | 5.72 | |
| 0.6817 | 24.65 | |
| 0.4421 | 12.18 |
Estimation Period:
Mar 21, 2024 to Feb 6, 2026
Mar 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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