Pacer CFRA-Stovall Equal Weight Seasonal Rotation Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.33% (+2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2986 | 6.37 | |
| 0.1201 | 22.37 | |
| 0.9752 | 216.29 | |
| 6.6169 | 5.62 |
Estimation Period:
Jul 24, 2018 to Feb 6, 2026
Jul 24, 2018 to Feb 6, 2026
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