Pacer Swan SOS Moderate October ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.48% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7501 | 2.39 | |
| 0.2339 | 4.06 | |
| 0.6113 | 8.12 | |
| 5.7922 | 1.72 | |
| -10.0087 | -2.25 | |
| 6.8427 | 2.76 | |
| -6.2756 | -2.25 | |
| 12.0304 | 4.11 | |
| -17.7345 | -5.84 | |
| 17.8458 | 4.28 |
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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