Pacer Swan SOS Moderate January ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.80% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0045 | 9.48 | |
| 0.0000 | 0.00 | |
| 0.8533 | 137.36 | |
| 0.2934 | 18.81 |
Estimation Period:
Dec 23, 2020 to Feb 6, 2026
Dec 23, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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