Pacer CS Cowz 100 ND 100 RTR Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.14% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2874 | 3.69 | |
| 0.0239 | 0.36 | |
| 0.6731 | 0.96 | |
| 15.8249 | 2.21 | |
| -30.4200 | -2.16 |
Estimation Period:
May 7, 2025 to Feb 13, 2026
May 7, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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