Pacer Metaurus Nq100 DIV 600 MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
15.76%
decreased by 0.20%
1 Week
16.35%
increased by 0.39%
1 Month
16.89%
increased by 0.93%
Analysis last updated: Saturday, May 23, 2026 at 02:29 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.6127 | 20.23 | |
| 0.1308 | 6.36 | |
| 0.8367 | 0.18 | |
| 0.1429 | 0.36 | |
| 0.1298 | 0.03 |
Estimation Period:
Sep 24, 2024 to May 22, 2026
Sep 24, 2024 to May 22, 2026
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