Pacer Trendpilot International ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.47% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 6.25 | |
| 0.1024 | 14.99 | |
| 0.8575 | 260.25 | |
| 0.0803 | 4.94 |
Estimation Period:
May 3, 2019 to Feb 13, 2026
May 3, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Pacer Trendpilot International ETF Analyses
Other GJR-GARCH Analyses on ETFs