Pacer Developed MKT Cash GRH Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.14% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8930 | 6.21 | |
| 0.1552 | 1.15 | |
| 0.6813 | 4.24 | |
| -0.2322 | -0.63 |
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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