Pacer Metaurus Nq100 DIV 600 GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.25% (+3.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0665 | 3.90 | |
| 0.0000 | 0.00 | |
| 0.8589 | 36.51 | |
| 0.1798 | 3.28 |
Estimation Period:
Sep 24, 2024 to Feb 6, 2026
Sep 24, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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