Pacer Trendpilot European Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.83% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 9.89 | |
| 0.1855 | 10.65 | |
| 0.8217 | 129.12 | |
| -0.0145 | -0.64 |
Estimation Period:
Dec 29, 2015 to Feb 13, 2026
Dec 29, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Pacer Trendpilot European Index ETF Analyses
Other GJR-GARCH Analyses on ETFs