Pacer Lunt MidCap Multi-Factor Alternator ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.66% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0322 | 5.36 | |
| 0.1548 | 15.22 | |
| 0.9381 | 178.90 | |
| -0.1158 | -16.11 |
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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