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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0501	0.02
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	1.0000	0.00

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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