Pacer US Small C C C G L ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.36% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0780 | 6.16 | |
| 0.6719 | 11.87 | |
| 0.1048 | 4.81 | |
| 1.4952 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.0685 | 0.00 |
Estimation Period:
May 2, 2023 to Feb 13, 2026
May 2, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Pacer US Small C C C G L ETF Analyses
Other MF2-GARCH Analyses on ETFs