Pacer Swan SOS Conservative October ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.43% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7643 | 2.38 | |
| 0.1977 | 3.50 | |
| 0.6829 | 10.30 | |
| 2.3070 | 0.47 | |
| -6.1249 | -0.91 | |
| 1.4176 | 0.36 | |
| 8.4481 | 2.45 | |
| -11.7680 | -2.92 | |
| 16.2599 | 3.06 | |
| -24.4611 | -4.38 | |
| 27.6755 | 3.64 |
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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