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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8078	70.38***
γ leverage Additional response to negative shocks	0.2328	20.79***
λ₁ tau intercept Baseline long-term coefficient	0.0262	3.06***
λ₂ forecast adj. Forecast performance sensitivity	0.0971	3.71***
λ₃ tau persistence Long-term factor persistence	0.8828	27.37***

V-Lab

Monarch Blue Chips Elite Index ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Monarch Blue Chips Elite Index ETF Analyses