Pacer Trendpilot US Large Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.54% (-2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 16.11 | |
| 0.2091 | 9.56 | |
| 0.7323 | 169.00 | |
| 0.1173 | 2.74 |
Estimation Period:
Jun 12, 2015 to Feb 13, 2026
Jun 12, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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