Pacer NASDAQ-100 Trendpilot ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.73% (+4.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5168 | 3.80 | |
| 0.2372 | 8.50 | |
| 0.7501 | 28.99 | |
| 1.3097 | 0.90 | |
| -0.7594 | -0.36 | |
| -3.6364 | -2.23 | |
| 8.5817 | 5.41 | |
| -9.7766 | -6.66 | |
| 4.6435 | 3.62 | |
| 1.8128 | 1.53 | |
| -3.8966 | -3.18 | |
| 2.7274 | 2.00 | |
| -1.5420 | -1.57 |
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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