Pacer American Energy Independence ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.10% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0526 | 11.91 | |
| 0.0508 | 10.22 | |
| 0.8770 | 171.16 | |
| 0.1015 | 6.27 |
Estimation Period:
Dec 13, 2017 to Feb 13, 2026
Dec 13, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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