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V-Lab

Pacer Trendpilot European Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.29% (-0.40%)
Analysis last updated: Friday, February 13, 2026 at 10:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Pacer Trendpilot European Index ETF SGARCH
paramt-stat
ω1.13013.09
α0.23074.74
β0.768915.76
γ1-4.5868-1.64
γ20.21530.05
γ313.82123.25
γ4-17.5286-3.70
γ514.29624.03
γ6-12.8704-5.88
γ712.66837.24
γ8-8.5483-6.10
γ93.19191.49
γ10-3.5337-1.12
Estimation Period:
Dec 29, 2015 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts