Pacer US Export Leaders ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.01% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1403 | 2.67 | |
| 0.0694 | 3.68 | |
| 0.8884 | 28.63 | |
| -9.5342 | -5.01 | |
| 14.1860 | 4.24 | |
| -10.0274 | -2.88 | |
| 9.2471 | 2.36 | |
| -4.0756 | -1.29 | |
| -2.1154 | -1.02 | |
| 3.6084 | 2.15 | |
| -0.4138 | -0.23 | |
| -1.9176 | -0.94 | |
| 1.2792 | 0.52 |
Estimation Period:
Jul 24, 2018 to Feb 6, 2026
Jul 24, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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