Pacer NASDAQ-100 Trendpilot ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.03% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 16.22 | |
| 0.1401 | 11.78 | |
| 0.7677 | 137.79 | |
| 0.1528 | 6.83 |
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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