Pacer Swan SOS Moderate July ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.11% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2033 | 4.94 | |
| 0.1240 | 4.21 | |
| 0.8450 | 23.98 | |
| -0.0234 | -0.33 |
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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