Pacer Data & Infrastructure Re EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.44% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 3.53 | |
| 0.1410 | 12.65 | |
| 0.9673 | 284.68 | |
| -0.0820 | -12.68 |
Estimation Period:
May 16, 2018 to Feb 6, 2026
May 16, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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