Pacer CFRA-Stovall Equal Weight Seasonal Rotation Index ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.84% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 2.52 | |
| 0.2186 | 21.87 | |
| 0.9560 | 292.82 | |
| -0.1285 | -14.70 |
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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