Pacer US Small C C C G L ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.25% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9273 | 8.11 | |
| 0.0905 | 1.85 | |
| 0.7123 | 5.12 | |
| -0.0614 | -0.45 |
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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