Pacer US Small C C C G L ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.79% (+2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 4.47 | |
| 0.1571 | 6.86 | |
| 0.8852 | 39.60 | |
| -0.0348 | -1.72 |
Estimation Period:
May 2, 2023 to Feb 6, 2026
May 2, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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