Pacer NASDAQ-100 Trendpilot ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.88% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5275 | 3.80 | |
| 0.2374 | 8.48 | |
| 0.7500 | 28.98 | |
| 1.2899 | 0.88 | |
| -0.7255 | -0.35 | |
| -3.6680 | -2.26 | |
| 8.6437 | 5.45 | |
| -9.9459 | -6.72 | |
| 4.9374 | 3.77 | |
| 1.4519 | 1.21 | |
| -3.4092 | -2.73 | |
| 2.0037 | 1.35 | |
| -0.2840 | -0.15 |
Estimation Period:
Jun 12, 2015 to Feb 13, 2026
Jun 12, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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