V-Lab
Monarch Blue Chips Elite Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
24.01%
decreased by 1.47%
1 Week
23.88%
decreased by 1.60%
1 Month
23.44%
decreased by 2.04%
Analysis last updated: Saturday, August 22, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 24, 2021 to Aug 21, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 39 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0683 | 4.28*** |
α ARCH Response to squared shocks | 0.1199 | 4.72*** |
β GARCH Volatility persistence | 0.8625 | 32.07*** |
Spline Coefficients
K=1
| γ1 | -0.0011 | -0.07 |
Persistence:
0.982
Half-life:
39 days
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