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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	0.8105	71.41***
γ leverage Additional response to negative shocks	0.2288	20.32***
λ₁ tau intercept Baseline long-term coefficient	0.0252	3.02***
λ₂ forecast adj. Forecast performance sensitivity	0.1028	3.83***
λ₃ tau persistence Long-term factor persistence	0.8789	27.07***

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