Pacer Swan SOS Conservative January ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.09% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0047 | 11.80 | |
| 0.0203 | 3.25 | |
| 0.8299 | 113.33 | |
| 0.2982 | 14.30 |
Estimation Period:
Dec 22, 2020 to Feb 13, 2026
Dec 22, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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