Pacer Data And Digital Revolution ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.70% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1497 | 7.18 | |
| 0.0000 | 0.00 | |
| 0.9006 | 108.24 | |
| 0.1044 | 5.35 |
Estimation Period:
Jun 9, 2022 to Feb 6, 2026
Jun 9, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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