Pacer S&P M 400 Q FCF AR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
25.36%
unchanged at 0.00%
1 Week
25.36%
unchanged at 0.00%
1 Month
25.36%
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 | |
|---|---|---|
| 86 | ||
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 2.5528 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 1, 2025 to Jun 18, 2026
Sep 1, 2025 to Jun 18, 2026
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