Pacer Swan SOS Moderate July ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.08% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0320 | -5.44 | |
| 0.1376 | 15.20 | |
| 0.9672 | 185.43 | |
| -0.1831 | -20.73 |
Estimation Period:
Jul 1, 2021 to Feb 6, 2026
Jul 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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