Pacer Swan SOS Moderate July ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.13% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 8.19 | |
| 0.0000 | 0.00 | |
| 0.8828 | 158.12 | |
| 0.2260 | 15.47 |
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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