Pacer Developed MKT Cash GRH GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.64% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1415 | 5.91 | |
| 0.0000 | 0.00 | |
| 0.7400 | 25.58 | |
| 0.2183 | 2.51 |
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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