Pacer Developed MKT Cash GRH Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.92% (+6.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9466 | 6.35 | |
| 0.1515 | 1.10 | |
| 0.6874 | 4.37 | |
| -0.0204 | -0.29 |
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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