Monarch Blue Chips Core Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.66% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 7.09 | |
| 0.0000 | 0.00 | |
| 0.8823 | 159.25 | |
| 0.1926 | 11.67 |
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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