Pacer Swan SOS Moderate October ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.70% (+2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0045 | 11.07 | |
| 0.0218 | 1.80 | |
| 0.8512 | 86.87 | |
| 0.2541 | 11.56 |
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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