Pacer Metaurus Nq100 DIV 600 GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.24%
decreased by 1.51%
1 Week
24.55%
decreased by 2.20%
1 Month
22.60%
decreased by 4.15%
Analysis last updated: Saturday, June 13, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0916 | 4.76 | |
| 0.0000 | 0.00 | |
| 0.8583 | 44.17 | |
| 0.1532 | 3.46 |
Estimation Period:
Sep 24, 2024 to Jun 12, 2026
Sep 24, 2024 to Jun 12, 2026
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