Pacer Swan SOS Moderate January ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.06% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6437 | 6.73 | |
| 0.1548 | 48.49 | |
| 0.9928 | 928.72 | |
| 4.9700 | 18.43 |
Estimation Period:
Dec 23, 2020 to Feb 13, 2026
Dec 23, 2020 to Feb 13, 2026
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