Pacer Lunt MidCap Multi-Factor Alternator ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.91% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1302 | 8.74 | |
| 0.0022 | 0.54 | |
| 0.8331 | 98.64 | |
| 0.1810 | 8.18 |
Estimation Period:
Jun 25, 2020 to Feb 6, 2026
Jun 25, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pacer Lunt MidCap Multi-Factor Alternator ETF Analyses
Other GJR-GARCH Analyses on ETFs