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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5840	3.80***
α ARCH Response to squared shocks	0.0935	1.20
β GARCH Volatility persistence	0.7908	6.13***

γ₁	-7.9037	-2.55**
γ₂	12.4805	2.80***
γ₃	-6.3326	-2.80***

V-Lab

Pacer Metaurus Nq100 DIV 600 Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Pacer Metaurus Nq100 DIV 600 Analyses