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V-Lab

Pacer Trendpilot US Large Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.72% (+4.65%)
Analysis last updated: Thursday, February 12, 2026 at 10:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pacer Trendpilot US Large Cap ETF SGARCH
paramt-stat
ω1.35094.24
α0.331818.95
β0.667238.77
γ11.72770.52
γ2-4.6733-1.28
γ32.97701.47
γ42.52961.30
γ5-2.4191-1.42
γ6-5.6420-3.45
γ713.11667.69
γ8-11.8208-4.27
γ94.88571.59
γ10-0.5081-0.20
Estimation Period:
Jun 12, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts