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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4186	7.43***
α ARCH Response to squared shocks	0.0978	17.78***
β GARCH Volatility persistence	0.9834	408.91***
ν DF Student-t tail thickness	9.5145	2.84***

V-Lab

Monarch Blue Chips Elite Index ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Monarch Blue Chips Elite Index ETF Analyses