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{name} Model Equation

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Param	Value	t-stat
ωconst	1.3921	4.58***
αARCH	0.0000	0.00
βGARCH	0.9901	0.26

γ₁	21.0898	0.20
γ₂	-38.4309	-0.49

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3921	4.58***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9901	0.26

γ₁	21.0898	0.20
γ₂	-38.4309	-0.49

V-Lab

Pacer S&P 500 Quality FCF High Dividend ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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