Pacer S&P M 400 Q FCF AR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
18.15%
unchanged at 0.00%
1 Week
18.15%
unchanged at 0.00%
1 Month
18.15%
unchanged at 0.00%
Analysis last updated: Friday, June 19, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3068 | 0.68 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 32.2226 | 0.03 |
Estimation Period:
Sep 1, 2025 to Jun 18, 2026
Sep 1, 2025 to Jun 18, 2026
Other Pacer S&P M 400 Q FCF AR ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs