Pacer Metaurus Nq100 DIV 600 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.35%
decreased by 0.57%
1 Week
17.39%
decreased by 0.53%
1 Month
17.54%
decreased by 0.38%
Analysis last updated: Saturday, May 23, 2026 at 02:28 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2784 | 4.37 | |
| 0.0788 | 6.56 | |
| 0.9604 | 166.05 | |
| 5.9901 | 1.59 |
Estimation Period:
Sep 24, 2024 to May 22, 2026
Sep 24, 2024 to May 22, 2026
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