Pacer S&P M 400 Q FCF AR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.10% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0308 | 3.80 | |
| 0.1868 | 1.43 | |
| 0.3018 | 0.59 | |
| 0.8721 | 0.07 |
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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