Pacer CFRA-Stovall Equal Weight Seasonal Rotation Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.38% (-10.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.8366 | 8,365,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jul 24, 2018 to Feb 13, 2026
Jul 24, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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