Pacer S&P 500 Quality FCF High Dividend ETF EGARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
12.00%
increased by 1.76%
1 Week
11.64%
increased by 1.40%
1 Month
10.94%
increased by 0.70%
Analysis last updated: Friday, June 19, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0978 | -7.28 | |
| -0.4488 | -4.79 | |
| 0.8874 | 291.06 | |
| 0.0568 | 1.15 |
Estimation Period:
Jan 14, 2026 to Jun 18, 2026
Jan 14, 2026 to Jun 18, 2026
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