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V-Lab

Pacer US Export Leaders ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.01% (+0.77%)
Analysis last updated: Thursday, February 12, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Pacer US Export Leaders ETF SGARCH
paramt-stat
ω0.14032.67
α0.06943.68
β0.888428.63
γ1-9.5342-5.01
γ214.18604.24
γ3-10.0274-2.88
γ49.24712.36
γ5-4.0756-1.29
γ6-2.1154-1.02
γ73.60842.15
γ8-0.4138-0.23
γ9-1.9176-0.94
γ101.27920.52
Estimation Period:
Jul 24, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts