Pacer Swan SOS Moderate October ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.14% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6021 | 7.27 | |
| 0.1378 | 43.95 | |
| 0.9924 | 957.88 | |
| 4.4154 | 22.69 |
Estimation Period:
Oct 5, 2021 to Feb 13, 2026
Oct 5, 2021 to Feb 13, 2026
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