Pacer S&P M 400 Q FCF AR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.54% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2213 | 3.35 | |
| 0.0000 | 0.00 | |
| 0.6927 | 12.43 | |
| 0.2400 | 2.45 |
Estimation Period:
Sep 1, 2025 to Feb 6, 2026
Sep 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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