Pacer Data And Digital Revolution ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.11% (+8.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3925 | 8.05 | |
| 0.0797 | 1.84 | |
| 0.7825 | 11.47 | |
| 0.4573 | 3.91 | |
| -0.5724 | -3.79 |
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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