Pacer S&P M 400 Q FCF AR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.37% (-4.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 74.34 | |
| 0.1918 | 32.32 | |
| -0.5000 | -24.59 | |
| 4.2338 | 11.59 | |
| 1.0000 | 11.35 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 1, 2025 to Feb 3, 2026
Sep 1, 2025 to Feb 3, 2026
News Impact Curve
Volatility Forecasts
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