Pacer Swan SOS Conservative October ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.82% (+2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 9.64 | |
| 0.0022 | 0.45 | |
| 0.8853 | 169.28 | |
| 0.2249 | 13.70 |
Estimation Period:
Sep 30, 2021 to Feb 6, 2026
Sep 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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