Pacer CFRA-Stovall Equal Weight Seasonal Rotation Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.58% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0386 | 14.13 | |
| 0.0425 | 6.80 | |
| 0.8471 | 171.10 | |
| 0.1677 | 10.23 |
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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