Monarch Blue Chips Core Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.50% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8499 | 93.36 | |
| 0.1727 | 20.47 | |
| 0.0346 | 2.10 | |
| 0.1307 | 1.99 | |
| 0.8330 | 10.17 |
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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