Pacer Swan SOS Moderate October ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.33% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0225 | -5.66 | |
| 0.1093 | 16.09 | |
| 0.9781 | 224.39 | |
| -0.2004 | -21.40 |
Estimation Period:
Oct 5, 2021 to Feb 6, 2026
Oct 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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