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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Monarch Blue Chips Elite Index ETF S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 24, 2021 to Aug 21, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.0011
-0.07

Persistence:

0.982

Half-life:

39 days