Pacer Metaurus Nq100 DIV 600 MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.30%
decreased by 1.51%
1 Week
19.93%
decreased by 1.88%
1 Month
20.03%
decreased by 1.78%
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 | |
|---|---|---|
| 116 | ||
| 0.0000 | 0.00 | |
| 0.6209 | 6.79 | |
| 0.1335 | 3.66 | |
| 0.0211 | 0.07 | |
| 0.0730 | 0.75 | |
| 0.9270 | 2.76 |
Estimation Period:
Sep 24, 2024 to Jun 12, 2026
Sep 24, 2024 to Jun 12, 2026
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