Pacer Metaurus Nq100 DIV 600 GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.06%
decreased by 0.35%
1 Week
14.54%
increased by 0.13%
1 Month
15.82%
increased by 1.41%
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 | |
|---|---|---|
| 0.0692 | 4.61 | |
| 0.0000 | 0.00 | |
| 0.8691 | 53.51 | |
| 0.1577 | 3.58 |
Estimation Period:
Sep 24, 2024 to May 22, 2026
Sep 24, 2024 to May 22, 2026
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