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V-Lab

Pacer Trendpilot US Mid Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.22% (-0.91%)
Analysis last updated: Friday, February 13, 2026 at 10:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pacer Trendpilot US Mid Cap ETF SGARCH
paramt-stat
ω5.15820.00
α0.29620.00
β0.70380.00
γ10.48670.00
γ2-4.4983-0.00
γ37.82820.01
γ4-4.4513-0.03
γ5-2.6822-0.00
γ68.21590.01
γ7-9.1435-0.01
γ86.49140.01
γ9-0.3292-0.00
Estimation Period:
Jun 12, 2015 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts