Monarch Blue Chips Elite Index ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
24.44%
decreased by 2.20%
1 Week
23.74%
decreased by 2.90%
1 Month
21.78%
decreased by 4.86%
Analysis last updated: Tuesday, June 23, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 0.66 | |
| 0.1678 | 13.22 | |
| 0.9578 | 234.05 | |
| -0.1731 | -21.04 |
Estimation Period:
Mar 24, 2021 to Jun 18, 2026
Mar 24, 2021 to Jun 18, 2026
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