Pacer Data & Infrastructure Re GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.67% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 8.69 | |
| 0.0018 | 0.51 | |
| 0.9144 | 160.23 | |
| 0.1088 | 11.58 |
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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