Pacer Swan SOS Conservative April ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.57% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 10.57 | |
| 0.0332 | 4.56 | |
| 0.8455 | 120.05 | |
| 0.2427 | 15.67 |
Estimation Period:
Apr 2, 2021 to Feb 13, 2026
Apr 2, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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