Pacer Swan SOS Flex July ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.54% (+1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0335 | -5.79 | |
| 0.1848 | 17.68 | |
| 0.9566 | 184.45 | |
| -0.1961 | -22.98 |
Estimation Period:
Jun 30, 2021 to Feb 6, 2026
Jun 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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