Pacer S&P M 400 Q FCF AR ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.15% (+4.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5044 | 4.25 | |
| 0.1835 | 6.08 | |
| 0.4010 | 3.60 |
Estimation Period:
Sep 1, 2025 to Feb 6, 2026
Sep 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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