Pacer Data & Infrastructure Re GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.94% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4994 | 8.51 | |
| 0.1043 | 11.90 | |
| 0.9471 | 131.52 | |
| 7.4100 | 2.61 |
Estimation Period:
May 16, 2018 to Feb 6, 2026
May 16, 2018 to Feb 6, 2026
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