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Pacer NDQ 100 TP 50 CW GR LD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.19% (0.00%)
Analysis last updated: Thursday, February 12, 2026 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Pacer NDQ 100 TP 50 CW GR LD S0GARCH
paramt-stat
ω1.35722.02
α0.00000.00
β0.71720.10
γ163.57581.46
γ2-103.2745-1.74
γ3114.57293.39
γ4-177.7358-4.94
γ5159.27534.47
γ6-56.9511-2.02
γ72.29620.08
γ8-7.9713-0.38
Estimation Period:
Aug 20, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts