Pacer Swan SOS Moderate January ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.56% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0000 | 0.00 | |
| 0.8523 | 81.61 | |
| 0.2952 | 37.26 | |
| 4.8431 | 0.87 | |
| 0.0000 | 0.00 | |
| 0.9206 | 9.45 |
Estimation Period:
Dec 23, 2020 to Feb 13, 2026
Dec 23, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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