Pacer Data & Infrastructure Re Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.72% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8175 | 7.05 | |
| 0.0862 | 4.71 | |
| 0.8757 | 33.18 | |
| -0.0046 | -1.02 |
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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