Pacer CS Cowz 100 ND 100 RTR EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.33% (+5.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0094 | -0.05 | |
| 0.0381 | 1.29 | |
| 0.8350 | 10.25 | |
| -0.2832 | -7.59 |
Estimation Period:
May 7, 2025 to Feb 6, 2026
May 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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