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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0288	9.06***
α ARCH Response to squared shocks	0.0089	1.56
β GARCH Volatility persistence	0.8843	199.58***
γ leverage Additional response to negative shocks	0.1579	13.32***

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Monarch Blue Chips Elite Index ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Monarch Blue Chips Elite Index ETF Analyses