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Pacer NASDAQ-100 Trendpilot ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.73% (+4.36%)
Analysis last updated: Thursday, February 12, 2026 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pacer NASDAQ-100 Trendpilot ETF S0GARCH
paramt-stat
ω3.51683.80
α0.23728.50
β0.750128.99
γ11.30970.90
γ2-0.7594-0.36
γ3-3.6364-2.23
γ48.58175.41
γ5-9.7766-6.66
γ64.64353.62
γ71.81281.53
γ8-3.8966-3.18
γ92.72742.00
γ10-1.5420-1.57
Estimation Period:
Jun 12, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts