Pacer US Small C C C G L ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.95% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9625 | 9.99 | |
| 0.0925 | 1.88 | |
| 0.7174 | 5.49 | |
| -0.0081 | -0.27 |
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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