Monarch Ambassador Income Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.98% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6712 | 6.30 | |
| 0.0512 | 1.55 | |
| 0.4962 | 1.67 | |
| 3.8153 | 4.27 | |
| -6.4241 | -5.04 | |
| 3.1174 | 4.03 | |
| -0.7937 | -1.07 | |
| 0.6425 | 0.82 | |
| -0.3855 | -0.63 |
Estimation Period:
Mar 24, 2021 to Feb 6, 2026
Mar 24, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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