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V-Lab

Pacer Trendpilot International ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.22% (-1.38%)
Analysis last updated: Thursday, February 12, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Pacer Trendpilot International ETF SGARCH
paramt-stat
ω1.18722.78
α0.22296.71
β0.746627.44
γ1-3.9894-1.24
γ29.36452.02
γ3-7.8322-2.01
γ4-1.9187-0.37
γ513.08462.90
γ6-14.7120-5.44
γ78.24913.53
γ8-4.0337-1.57
γ94.58731.35
Estimation Period:
May 3, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts