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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1666	7.06***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.1414	2.07**

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Pacer S&P M 400 Q FCF AR ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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