Pacer Metaurus Nq100 DIV 600 Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.58% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6525 | 3.96 | |
| 0.1181 | 1.42 | |
| 0.7756 | 6.61 | |
| -5.9815 | -2.11 | |
| 11.3639 | 2.29 |
Estimation Period:
Sep 24, 2024 to Feb 13, 2026
Sep 24, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Pacer Metaurus Nq100 DIV 600 Analyses
Other Spline-GARCH Analyses on ETFs