Pacer Nasdaq International PAT LD ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.54% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 1.35 | |
| 0.1092 | 5.44 | |
| 0.8651 | 40.69 | |
| -0.1601 | -7.31 |
Estimation Period:
Sep 17, 2024 to Feb 6, 2026
Sep 17, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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