Pacer CFRA-Stovall Equal Weight Seasonal Rotation Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.80% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9305 | 4.14 | |
| 0.1467 | 6.34 | |
| 0.8223 | 36.91 | |
| 0.0064 | 0.26 |
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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