Pacer Metaurus Nq100 DIV 600 EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.47% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 0.25 | |
| 0.0113 | 0.65 | |
| 0.9546 | 40.06 | |
| -0.2135 | -17.94 |
Estimation Period:
Sep 24, 2024 to Feb 13, 2026
Sep 24, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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