Pacer Lunt Large Cap Multi-Factor Alternator ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.32% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.7870 | 79.03 | |
| 0.2447 | 16.98 | |
| 0.0188 | 2.93 | |
| 0.0503 | 3.36 | |
| 0.9339 | 49.22 |
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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