Pacer Swan SOS Moderate January ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.42% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2800 | 2.63 | |
| 0.2077 | 6.85 | |
| 0.7916 | 26.02 | |
| -0.8560 | -2.28 | |
| 1.3282 | 2.27 |
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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