Pacer S&P 500 Quality FCF High Dividend ETF Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
12.38%
unchanged at 0.00%
1 Week
12.38%
unchanged at 0.00%
1 Month
12.36%
decreased by 0.02%
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 | |
|---|---|---|
| 1.3220 | 3.79 | |
| 0.0000 | 0.00 | |
| 0.9767 | 1.01 | |
| 14.4508 | 0.49 |
Estimation Period:
Jan 14, 2026 to Jun 18, 2026
Jan 14, 2026 to Jun 18, 2026
Other Pacer S&P 500 Quality FCF High Dividend ETF Analyses
Other Spline-GARCH Analyses on ETFs