Pacer CFRA-Stovall Equal Weight Seasonal Rotation Index ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.48% (+3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 2.52 | |
| 0.1237 | 24.41 | |
| 0.8497 | 175.34 | |
| 0.5237 | 19.35 |
Estimation Period:
Jul 24, 2018 to Feb 6, 2026
Jul 24, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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