Pacer Trendpilot US Mid Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.37% (+5.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 5.84 | |
| 0.2378 | 13.09 | |
| 0.6577 | 55.18 | |
| 0.1981 | 3.54 |
Estimation Period:
Jun 12, 2015 to Feb 6, 2026
Jun 12, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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