Monarch Blue Chips Elite Index ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
29.60%
decreased by 2.20%
1 Week
29.28%
decreased by 2.52%
1 Month
28.12%
decreased by 3.68%
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 | |
|---|---|---|
| 0.0373 | 8.40 | |
| 0.0000 | 0.00 | |
| 0.8572 | 95.32 | |
| 0.2417 | 13.28 |
Estimation Period:
Mar 24, 2021 to Jun 18, 2026
Mar 24, 2021 to Jun 18, 2026
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