Pacer Data & Infrastructure Re MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.17% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8857 | 112.01 | |
| 0.1155 | 17.35 | |
| 0.5850 | 0.14 | |
| 0.6140 | 0.14 | |
| 0.0000 | 0.00 |
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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