Monarch Blue Chips Elite Index ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
30.83%
decreased by 2.28%
1 Week
30.58%
decreased by 2.53%
1 Month
29.88%
decreased by 3.23%
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 | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.8020 | 65.28 | |
| 0.2287 | 19.94 | |
| 0.0257 | 2.73 | |
| 0.0999 | 3.30 | |
| 0.8793 | 23.66 |
Estimation Period:
Mar 24, 2021 to Jun 18, 2026
Mar 24, 2021 to Jun 18, 2026
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