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Pacer Trendpilot Fund of Funds ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.31% (-1.65%)
Analysis last updated: Tuesday, February 10, 2026 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pacer Trendpilot Fund of Funds ETF S0GARCH
paramt-stat
ω1.61973.40
α0.19178.74
β0.736032.85
γ14.98955.31
γ2-7.4924-6.21
γ33.53953.49
γ4-1.2727-1.30
γ5-0.1324-0.19
γ60.26570.27
γ70.74180.59
γ8-0.9643-0.77
γ90.51820.52
γ10-0.3463-0.53
Estimation Period:
Dec 8, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts