Pacer Swan Sos Fund of Funds ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:7.15% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 5.25 | |
| 0.0000 | 0.00 | |
| 0.8883 | 200.38 | |
| 0.2209 | 13.22 |
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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