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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4133	4.49***
α ARCH Response to squared shocks	0.0802	6.88***
β GARCH Volatility persistence	0.9638	161.73***
ν DF Student-t tail thickness	6.0586	1.82*

V-Lab

Pacer Metaurus Nq100 DIV 600 GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pacer Metaurus Nq100 DIV 600 Analyses