Pacer S&P 500 Quality FCF High Dividend ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
9.50%
unchanged at 0.00%
1 Week
9.50%
unchanged at 0.00%
1 Month
9.50%
unchanged at 0.00%
Analysis last updated: Friday, June 19, 2026 at 02:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1052 | 2.41 | |
| 0.0000 | 0.00 | |
| 0.9370 | 0.98 | |
| 1.5344 | 0.41 |
Estimation Period:
Jan 14, 2026 to Jun 18, 2026
Jan 14, 2026 to Jun 18, 2026
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