Pacer Metaurus Nq100 DIV 600 Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.35%
decreased by 1.24%
1 Week
22.57%
decreased by 1.02%
1 Month
22.61%
decreased by 0.98%
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 | |
|---|---|---|
| 0.4855 | 4.18 | |
| 0.0283 | 0.55 | |
| 0.0000 | 0.00 | |
| -33.9302 | -1.58 | |
| 67.9574 | 1.96 | |
| -97.5437 | -3.07 | |
| 109.2645 | 3.87 | |
| -48.3229 | -2.39 | |
| -8.9218 | -0.50 | |
| 25.4071 | 1.42 | |
| -21.8117 | -1.69 |
Estimation Period:
Sep 24, 2024 to Jun 12, 2026
Sep 24, 2024 to Jun 12, 2026
Other Pacer Metaurus Nq100 DIV 600 Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs