Pacer Trendpilot European Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.29% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1301 | 3.09 | |
| 0.2307 | 4.74 | |
| 0.7689 | 15.76 | |
| -4.5868 | -1.64 | |
| 0.2153 | 0.05 | |
| 13.8212 | 3.25 | |
| -17.5286 | -3.70 | |
| 14.2962 | 4.03 | |
| -12.8704 | -5.88 | |
| 12.6683 | 7.24 | |
| -8.5483 | -6.10 | |
| 3.1919 | 1.49 | |
| -3.5337 | -1.12 |
Estimation Period:
Dec 29, 2015 to Feb 13, 2026
Dec 29, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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