Pacer Trendpilot US Large Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.72% (+4.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3509 | 4.24 | |
| 0.3318 | 18.95 | |
| 0.6672 | 38.77 | |
| 1.7277 | 0.52 | |
| -4.6733 | -1.28 | |
| 2.9770 | 1.47 | |
| 2.5296 | 1.30 | |
| -2.4191 | -1.42 | |
| -5.6420 | -3.45 | |
| 13.1166 | 7.69 | |
| -11.8208 | -4.27 | |
| 4.8857 | 1.59 | |
| -0.5081 | -0.20 |
Estimation Period:
Jun 12, 2015 to Feb 6, 2026
Jun 12, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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