Pacer Swan SOS Flex January ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.23% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 10.38 | |
| 0.0000 | 0.00 | |
| 0.8465 | 126.19 | |
| 0.3070 | 17.84 |
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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