Monarch Ambassador Income Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.30% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6715 | 6.32 | |
| 0.0505 | 1.53 | |
| 0.4902 | 1.60 | |
| 3.8180 | 4.29 | |
| -6.4198 | -5.05 | |
| 3.0857 | 3.99 | |
| -0.7075 | -0.94 | |
| 0.4359 | 0.48 | |
| 0.1455 | 0.08 |
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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