Pacer NASDAQ-100 Trendpilot ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.55% (+6.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 0.87 | |
| 0.3738 | 28.24 | |
| 0.9189 | 307.42 | |
| -0.1175 | -9.65 |
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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