Monarch Blue Chips Elite Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
36.80%
decreased by 2.65%
1 Week
36.34%
decreased by 3.11%
1 Month
34.66%
decreased by 4.79%
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 | |
|---|---|---|
| 1.0979 | 4.37 | |
| 0.1174 | 4.55 | |
| 0.8648 | 31.23 | |
| -0.0016 | -0.09 |
Estimation Period:
Mar 24, 2021 to Jun 18, 2026
Mar 24, 2021 to Jun 18, 2026
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