Pacer Metaurus US Large Cap Target Dividend 400 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.77% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8287 | 9.43 | |
| 0.0931 | 14.87 | |
| 0.9666 | 224.22 | |
| 8.4971 | 2.65 |
Estimation Period:
Jul 13, 2021 to Feb 6, 2026
Jul 13, 2021 to Feb 6, 2026
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