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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2512	0.02
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9562	0.00
ν DF Student-t tail thickness	33.0628	0.00

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Pacer S&P M 400 Q FCF AR ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pacer S&P M 400 Q FCF AR ETF Analyses