Pacer Lunt Large Cap Multi-Factor Alternator ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.88% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 2.84 | |
| 0.2756 | 17.17 | |
| 0.9251 | 172.95 | |
| -0.1091 | -8.20 |
Estimation Period:
Jun 25, 2020 to Feb 6, 2026
Jun 25, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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