Pacer Developed MKT Cash GRH MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.91% (-4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.6686 | 56.22 | |
| 0.3953 | 22.54 | |
| 0.8835 | 0.15 | |
| 0.3263 | 0.15 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 21, 2024 to Feb 13, 2026
Mar 21, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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