Pacer Swan SOS Flex January ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.94% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0177 | -13.65 | |
| 0.1671 | 23.47 | |
| 0.8295 | 128.63 | |
| 0.4335 | 28.26 |
Estimation Period:
Dec 30, 2020 to Feb 13, 2026
Dec 30, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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