Pacer Swan SOS Moderate October ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.54% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2403 | 2.03 | |
| 0.1919 | 4.27 | |
| 0.7662 | 14.54 | |
| -1.2203 | -1.73 | |
| 2.1595 | 2.35 | |
| -1.2423 | -3.31 |
Estimation Period:
Oct 5, 2021 to Feb 13, 2026
Oct 5, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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